+111.8%
KMI vs ALK
+201.6%
-89.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | +0.9% | -19.2% | +20.1% | +5.9% |
| 3M | 0.0% | -1.5% | +1.5% | -0.9% |
| 6M | -5.7% | -13.1% | +7.4% | -5.0% |
| YTD | +17.5% | -16.4% | +33.9% | +18.7% |
| 1Y | +22.3% | -33.1% | +55.4% | +30.2% |
| 3Y | +111.9% | +0.6% | +111.3% | +90.3% |
| 5Y | +151.8% | -26.4% | +178.2% | +139.9% |
| 10Y | +138.7% | -34.2% | +172.8% | +106.2% |
| All | +111.8% | +201.6% | -89.7% | +18.4% |
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