+108.1%
KMI vs ALK
+199.1%
-91.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | +0.4% |
| 7D | -6.5% | +8.9% | -15.4% | -8.6% |
| 30D | -5.1% | +5.9% | -11.0% | -6.9% |
| 3M | 0.0% | -16.5% | +16.5% | +3.4% |
| 6M | -0.9% | +2.1% | -3.0% | -3.8% |
| YTD | +15.4% | -17.1% | +32.5% | +16.1% |
| 1Y | +19.5% | -2.9% | +22.3% | +14.7% |
| 3Y | +116.3% | +24.5% | +91.8% | +81.3% |
| 5Y | +136.6% | -29.1% | +165.7% | +127.0% |
| 10Y | +139.6% | -39.1% | +178.7% | +109.4% |
| All | +108.1% | +199.1% | -91.1% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling