+66.5%
KMI vs ALLE
+336.8%
-270.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.2% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -3.1% | +25.9% | -29.1% | -12.0% |
| 3M | +0.2% | +14.9% | -14.6% | -5.7% |
| 6M | +1.1% | +42.1% | -41.0% | -13.6% |
| YTD | +17.7% | +20.4% | -2.6% | +6.9% |
| 1Y | +19.6% | +14.9% | +4.8% | +10.7% |
| 3Y | +117.6% | +90.1% | +27.5% | +56.1% |
| 5Y | +143.1% | +53.0% | +90.1% | +88.0% |
| 10Y | +142.0% | +208.8% | -66.8% | +30.2% |
| All | +66.5% | +336.8% | -270.3% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling