+119.3%
KMI vs ALB
-12.2%
+131.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.3% |
| 7D | +0.2% | +1.1% | -0.8% | +0.2% |
| 30D | -3.7% | -2.6% | -1.1% | -3.6% |
| 3M | +1.2% | -25.6% | +26.8% | +2.2% |
| 6M | -0.3% | -54.0% | +53.8% | +2.3% |
| YTD | +19.2% | -31.6% | +50.8% | +19.6% |
| 1Y | +21.7% | -6.6% | +28.2% | +19.8% |
| All | +119.3% | -12.2% | +131.5% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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