+131.6%
KMI vs ALK
-34.8%
+166.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -10.8% | +9.0% | -19.8% | -11.6% |
| 30D | -5.0% | -1.6% | -3.4% | -5.0% |
| 3M | -3.4% | -23.2% | +19.8% | -0.8% |
| 6M | -3.4% | -3.9% | +0.5% | -4.1% |
| YTD | +13.1% | -22.6% | +35.7% | +14.9% |
| 1Y | +19.0% | -5.3% | +24.3% | +16.7% |
| 3Y | +106.1% | +18.6% | +87.6% | +84.4% |
| All | +131.6% | -34.8% | +166.3% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling