+162.3%
KMI vs ALB
-42.2%
+204.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.6% |
| 7D | -0.4% | -4.4% | +4.0% | 0.0% |
| 30D | +3.7% | -1.2% | +4.8% | +3.7% |
| 3M | +3.2% | -13.3% | +16.5% | +4.2% |
| 6M | -3.0% | -19.8% | +16.8% | -2.0% |
| YTD | +19.7% | -7.9% | +27.6% | +18.6% |
| 1Y | +25.6% | +60.2% | -34.5% | +16.0% |
| 3Y | +120.2% | -26.4% | +146.7% | +120.1% |
| All | +162.3% | -42.2% | +204.5% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling