+154.7%
KMI vs ALK
-25.3%
+179.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | +0.9% | -19.2% | +20.1% | +3.3% |
| 3M | 0.0% | -1.5% | +1.5% | -0.5% |
| 6M | -5.7% | -13.1% | +7.4% | -4.9% |
| YTD | +17.5% | -16.4% | +33.9% | +18.6% |
| 1Y | +22.3% | -33.1% | +55.4% | +27.5% |
| 3Y | +111.9% | +0.6% | +111.3% | +98.6% |
| All | +154.7% | -25.3% | +179.9% | +144.8% |
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 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