+142.0%
KMI vs ALK
-39.7%
+181.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -5.1% | +12.9% | -18.1% | -8.0% |
| 30D | -3.1% | +5.5% | -8.7% | -4.9% |
| 3M | +0.2% | -12.1% | +12.3% | +2.6% |
| 6M | +1.1% | +1.7% | -0.6% | -1.9% |
| YTD | +17.7% | -17.4% | +35.2% | +18.6% |
| 1Y | +19.6% | -1.9% | +21.5% | +14.3% |
| 3Y | +117.6% | +21.2% | +96.3% | +80.8% |
| 5Y | +143.1% | -27.8% | +170.9% | +131.1% |
| 10Y | +142.0% | -41.0% | +183.1% | +106.8% |
| All | +142.0% | -39.7% | +181.8% | +106.8% |
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