+159.8%
KMI vs ALHC
-60.6%
+220.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.4% |
| 7D | +6.0% | -0.8% | +6.8% | +6.0% |
| 30D | -3.4% | -9.6% | +6.2% | -3.1% |
| 3M | +1.8% | -44.5% | +46.3% | +3.4% |
| 6M | +0.4% | -59.2% | +59.6% | +2.6% |
| YTD | +20.8% | -62.0% | +82.9% | +23.6% |
| 1Y | +23.0% | -54.8% | +77.8% | +25.0% |
| 3Y | +123.3% | +25.0% | +98.3% | +114.5% |
| 5Y | +149.8% | -65.3% | +215.1% | +144.8% |
| All | +159.8% | -60.6% | +220.4% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling