+114.2%
KMI vs AFL
+63.5%
+50.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.7% | -1.6% | -0.1% | -1.2% |
| 30D | -2.7% | -4.0% | +1.3% | -1.3% |
| 3M | -0.7% | -0.5% | -0.2% | -0.7% |
| 6M | -5.0% | +6.5% | -11.5% | -7.3% |
| YTD | +15.5% | +6.2% | +9.3% | +12.5% |
| 1Y | +16.4% | +8.3% | +8.2% | +12.4% |
| 3Y | +114.2% | +62.5% | +51.6% | +74.9% |
| All | +114.2% | +63.5% | +50.6% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling