+159.1%
KMI vs ALHC
-61.4%
+220.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +6.5% | +0.3% | +6.3% | +6.5% |
| 30D | -3.4% | -10.6% | +7.1% | -3.2% |
| 3M | +0.4% | -45.3% | +45.7% | +2.1% |
| 6M | -0.9% | -59.7% | +58.8% | +1.3% |
| YTD | +20.5% | -62.7% | +83.2% | +23.3% |
| 1Y | +23.2% | -56.1% | +79.3% | +25.3% |
| 3Y | +121.6% | +21.3% | +100.4% | +113.1% |
| 5Y | +149.1% | -66.0% | +215.1% | +144.2% |
| All | +159.1% | -61.4% | +220.4% | +150.4% |
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