+116.3%
KMI vs ALHC
+16.3%
+100.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | -6.5% | +3.9% | -10.4% | -6.6% |
| 30D | -5.1% | -3.6% | -1.4% | -5.0% |
| 3M | 0.0% | -49.4% | +49.4% | +1.0% |
| 6M | -0.9% | -59.5% | +58.6% | +0.1% |
| YTD | +15.4% | -63.2% | +78.6% | +16.8% |
| 1Y | +19.5% | -55.5% | +75.0% | +20.5% |
| 3Y | +116.3% | +23.0% | +93.3% | +113.1% |
| All | +116.3% | +16.3% | +100.0% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling