+157.6%
KMI vs ALC
-17.4%
+175.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -1.8% | -5.3% | +3.5% | -0.7% |
| 30D | +0.1% | -7.1% | +7.1% | +1.5% |
| 3M | +1.2% | +0.8% | +0.4% | +0.8% |
| 6M | -3.9% | -16.0% | +12.1% | -0.9% |
| YTD | +17.5% | -12.7% | +30.3% | +20.0% |
| 1Y | +22.6% | -12.8% | +35.5% | +25.0% |
| 3Y | +116.3% | -15.8% | +132.1% | +118.9% |
| 5Y | +157.6% | -16.7% | +174.3% | +150.8% |
| All | +157.6% | -17.4% | +175.0% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling