+120.2%
KMI vs ALC
-15.5%
+135.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.1% |
| 7D | -0.4% | -3.7% | +3.3% | +0.1% |
| 30D | +3.7% | -3.7% | +7.4% | +4.2% |
| 3M | +3.2% | +4.6% | -1.4% | +2.3% |
| 6M | -3.0% | -14.6% | +11.6% | -1.0% |
| YTD | +19.7% | -11.9% | +31.5% | +21.3% |
| 1Y | +25.6% | -13.1% | +38.8% | +27.6% |
| 3Y | +120.2% | -15.0% | +135.2% | +126.9% |
| All | +120.2% | -15.5% | +135.7% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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