+117.2%
KMI vs ALB
+105.3%
+11.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +6.5% | -5.8% | +12.3% | +7.7% |
| 30D | -3.4% | -4.5% | +1.1% | -2.8% |
| 3M | +0.4% | -28.1% | +28.5% | +6.5% |
| 6M | -0.9% | -53.2% | +52.2% | +13.7% |
| YTD | +20.5% | -33.3% | +53.8% | +25.8% |
| 1Y | +23.2% | -17.4% | +40.6% | +22.2% |
| 3Y | +121.6% | -14.1% | +135.7% | +98.8% |
| 5Y | +149.1% | -64.0% | +213.1% | +168.6% |
| 10Y | +158.3% | +32.8% | +125.4% | +60.1% |
| All | +117.2% | +105.3% | +11.9% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling