+136.6%
KMI vs ALLY
+178.1%
-41.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -1.8% | -1.9% | +0.2% | -1.2% |
| 30D | +0.1% | -4.5% | +4.5% | +1.5% |
| 3M | +1.2% | -2.8% | +4.0% | +1.7% |
| 6M | -3.9% | +10.3% | -14.2% | -8.0% |
| YTD | +17.5% | -5.7% | +23.2% | +18.1% |
| 1Y | +22.6% | +3.9% | +18.7% | +18.4% |
| 3Y | +116.3% | +64.7% | +51.6% | +69.3% |
| 5Y | +157.6% | -2.6% | +160.2% | +134.5% |
| 10Y | +136.6% | +186.0% | -49.4% | +23.2% |
| All | +136.6% | +178.1% | -41.5% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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