+23.0%
KMI vs ALK
-7.4%
+30.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.2% | +1.1% |
| 7D | +6.0% | +0.9% | +5.1% | +6.1% |
| 30D | -3.4% | +3.3% | -6.7% | -3.0% |
| 3M | +1.8% | -17.6% | +19.3% | +1.3% |
| 6M | +0.4% | +0.8% | -0.4% | +0.8% |
| YTD | +20.8% | -22.4% | +43.2% | +21.8% |
| 1Y | +23.0% | -10.1% | +33.0% | +21.3% |
| All | +23.0% | -7.4% | +30.4% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling