+154.7%
KMI vs ALLE
+13.7%
+140.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +0.9% | -6.8% | +7.7% | +2.6% |
| 3M | 0.0% | +21.0% | -21.1% | -5.3% |
| 6M | -5.7% | +1.1% | -6.8% | -6.4% |
| YTD | +17.5% | -0.5% | +18.0% | +16.8% |
| 1Y | +22.3% | -7.3% | +29.5% | +24.0% |
| 3Y | +111.9% | +42.3% | +69.7% | +84.5% |
| All | +154.7% | +13.7% | +140.9% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling