+152.7%
KMI vs ALHC
-31.6%
+184.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.7% |
| 7D | -1.8% | -4.1% | +2.4% | -1.6% |
| 30D | +0.1% | -5.4% | +5.5% | +0.2% |
| 3M | +1.2% | -32.1% | +33.3% | +2.2% |
| 6M | -3.9% | -28.5% | +24.6% | -3.4% |
| YTD | +17.5% | -34.0% | +51.5% | +18.4% |
| 1Y | +22.6% | -20.9% | +43.6% | +22.7% |
| 3Y | +116.3% | +151.5% | -35.3% | +102.5% |
| 5Y | +157.6% | -28.8% | +186.4% | +149.0% |
| All | +152.7% | -31.6% | +184.3% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling