+66.1%
KMI vs ALLE
+260.9%
-194.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +0.9% | -6.8% | +7.7% | +3.7% |
| 3M | 0.0% | +21.0% | -21.1% | -8.4% |
| 6M | -5.7% | +1.1% | -6.8% | -7.4% |
| YTD | +17.5% | -0.5% | +18.0% | +15.7% |
| 1Y | +22.3% | -7.3% | +29.5% | +23.8% |
| 3Y | +111.9% | +42.3% | +69.7% | +72.5% |
| 5Y | +151.8% | +13.5% | +138.4% | +123.1% |
| 10Y | +138.7% | +144.0% | -5.4% | +41.9% |
| All | +66.1% | +260.9% | -194.7% | -15.4% |
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