+103.9%
KMI vs ALK
+179.3%
-75.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -10.8% | +9.0% | -19.8% | -12.8% |
| 30D | -5.0% | -1.6% | -3.4% | -5.1% |
| 3M | -3.4% | -23.2% | +19.8% | +2.0% |
| 6M | -3.4% | -3.9% | +0.5% | -4.9% |
| YTD | +13.1% | -22.6% | +35.7% | +15.6% |
| 1Y | +19.0% | -5.3% | +24.3% | +14.8% |
| 3Y | +106.1% | +18.6% | +87.6% | +74.6% |
| 5Y | +130.1% | -34.4% | +164.5% | +125.1% |
| 10Y | +151.9% | -40.8% | +192.7% | +121.8% |
| All | +103.9% | +179.3% | -75.4% | +15.3% |
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 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