+154.3%
KMI vs ALLY
+174.3%
-20.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +6.5% | +0.4% | +6.2% | +6.4% |
| 30D | -3.4% | +5.2% | -8.7% | -5.2% |
| 3M | +0.4% | -13.3% | +13.7% | +4.8% |
| 6M | -0.9% | -6.7% | +5.7% | +0.4% |
| YTD | +20.5% | -12.8% | +33.3% | +23.8% |
| 1Y | +23.2% | +0.7% | +22.5% | +20.3% |
| 3Y | +121.6% | +65.2% | +56.4% | +72.7% |
| 5Y | +149.1% | -10.1% | +159.2% | +132.8% |
| All | +154.3% | +174.3% | -20.0% | +36.7% |
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