+129.5%
KMI vs ALLE
+158.4%
-28.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | -2.7% | -7.7% | +4.9% | +0.3% |
| 3M | -0.7% | +15.2% | -15.8% | -6.9% |
| 6M | -5.0% | +5.4% | -10.4% | -8.3% |
| YTD | +15.5% | -2.9% | +18.4% | +14.9% |
| 1Y | +16.4% | -12.8% | +29.2% | +21.1% |
| 3Y | +114.2% | +47.2% | +67.0% | +71.2% |
| 5Y | +153.3% | +13.5% | +139.8% | +124.7% |
| All | +129.5% | +158.4% | -28.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling