+120.2%
KMI vs ALHC
+141.7%
-21.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -0.4% | -1.0% | +0.6% | -0.4% |
| 30D | +3.7% | -6.3% | +10.0% | +3.7% |
| 3M | +3.2% | -12.3% | +15.5% | +3.1% |
| 6M | -3.0% | -27.0% | +24.0% | -2.8% |
| YTD | +19.7% | -31.8% | +51.5% | +20.0% |
| 1Y | +25.6% | -17.0% | +42.6% | +25.6% |
| 3Y | +120.2% | +159.8% | -39.6% | +120.2% |
| All | +120.2% | +141.7% | -21.4% | +120.2% |
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