+156.4%
KMI vs ALHC
-59.6%
+216.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +0.2% | -5.5% | +5.8% | +0.4% |
| 30D | -3.7% | -4.9% | +1.3% | -3.6% |
| 3M | +1.2% | -41.7% | +43.0% | +2.7% |
| 6M | -0.3% | -55.2% | +54.9% | +1.6% |
| YTD | +19.2% | -61.1% | +80.3% | +21.9% |
| 1Y | +21.7% | -53.3% | +75.0% | +23.5% |
| 3Y | +120.4% | +28.2% | +92.2% | +111.5% |
| 5Y | +144.9% | -65.8% | +210.7% | +139.8% |
| All | +156.4% | -59.6% | +216.0% | +147.5% |
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