+139.6%
KMI vs ALLE
+233.6%
-94.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +1.0% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | -5.1% | +26.6% | -31.7% | -13.7% |
| 3M | 0.0% | +13.2% | -13.2% | -5.2% |
| 6M | -0.9% | +42.9% | -43.8% | -15.1% |
| YTD | +15.4% | +21.0% | -5.6% | +4.9% |
| 1Y | +19.5% | +15.2% | +4.3% | +10.8% |
| 3Y | +116.3% | +95.6% | +20.7% | +53.8% |
| 5Y | +136.6% | +53.4% | +83.1% | +83.9% |
| 10Y | +139.6% | +221.5% | -81.9% | +33.8% |
| All | +139.6% | +233.6% | -94.1% | +33.8% |
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