+111.9%
KMI vs AFL
+493.7%
-381.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -1.8% | -2.1% | +0.4% | -0.6% |
| 30D | +0.1% | -5.4% | +5.5% | +3.0% |
| 3M | +1.2% | -0.3% | +1.4% | +1.1% |
| 6M | -3.9% | +5.2% | -9.1% | -6.9% |
| YTD | +17.5% | +5.7% | +11.8% | +13.3% |
| 1Y | +22.6% | +10.2% | +12.4% | +15.4% |
| 3Y | +116.3% | +63.4% | +52.9% | +60.9% |
| 5Y | +157.6% | +133.0% | +24.6% | +54.5% |
| 10Y | +136.6% | +299.5% | -163.0% | +3.9% |
| All | +111.9% | +493.7% | -381.8% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling