+141.7%
KMI vs ALC
+24.0%
+117.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.1% |
| 7D | -0.5% | -2.1% | +1.6% | +0.2% |
| 30D | +0.9% | -0.1% | +1.0% | +0.8% |
| 3M | 0.0% | +5.9% | -5.9% | -2.2% |
| 6M | -5.7% | -15.9% | +10.2% | -1.0% |
| YTD | +17.5% | -10.1% | +27.6% | +20.2% |
| 1Y | +22.3% | -10.2% | +32.5% | +24.7% |
| 3Y | +111.9% | -13.6% | +125.5% | +113.3% |
| 5Y | +151.8% | -15.1% | +167.0% | +149.9% |
| All | +141.7% | +24.0% | +117.7% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling