+115.7%
KMI vs AEM
+260.7%
-145.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.0% |
| 7D | -0.4% | +4.3% | -4.7% | -0.8% |
| 30D | +3.7% | +13.1% | -9.5% | +2.1% |
| 3M | +3.2% | +24.8% | -21.6% | +0.2% |
| 6M | -3.0% | -8.2% | +5.3% | -2.8% |
| YTD | +19.7% | +19.8% | -0.2% | +15.9% |
| 1Y | +25.6% | +32.1% | -6.4% | +20.0% |
| 3Y | +120.2% | +348.2% | -228.0% | +81.0% |
| 5Y | +160.5% | +297.5% | -137.0% | +114.4% |
| 10Y | +134.8% | +343.3% | -208.5% | +85.4% |
| All | +115.7% | +260.7% | -145.0% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling