+134.8%
KMI vs ALK
-38.6%
+173.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +3.7% | -18.5% | +22.1% | +8.7% |
| 3M | +3.2% | -3.6% | +6.7% | +2.7% |
| 6M | -3.0% | -3.7% | +0.7% | -4.8% |
| YTD | +19.7% | -19.0% | +38.7% | +21.9% |
| 1Y | +25.6% | -36.0% | +61.7% | +35.8% |
| 3Y | +120.2% | +2.3% | +117.9% | +94.0% |
| 5Y | +160.5% | -27.8% | +188.2% | +147.7% |
| 10Y | +134.8% | -39.0% | +173.8% | +91.7% |
| All | +134.8% | -38.6% | +173.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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