+59.9%
KMI vs ALLE
+327.3%
-267.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.4% |
| 7D | -10.8% | -0.6% | -10.2% | -10.6% |
| 30D | -5.0% | +25.3% | -30.3% | -13.6% |
| 3M | -3.4% | +10.3% | -13.7% | -7.6% |
| 6M | -3.4% | +38.0% | -41.4% | -16.5% |
| YTD | +13.1% | +17.8% | -4.7% | +3.6% |
| 1Y | +19.0% | +13.6% | +5.4% | +10.5% |
| 3Y | +106.1% | +89.2% | +16.9% | +48.0% |
| 5Y | +130.1% | +51.1% | +79.0% | +78.6% |
| 10Y | +151.9% | +228.1% | -76.2% | +31.6% |
| All | +59.9% | +327.3% | -267.4% | -24.3% |
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