+120.2%
KMI vs ALLY
+69.8%
+50.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.2% | +2.3% |
| 7D | -0.4% | +1.0% | -1.4% | -0.6% |
| 30D | +3.7% | -3.3% | +7.0% | +4.1% |
| 3M | +3.2% | +0.5% | +2.7% | +2.9% |
| 6M | -3.0% | +12.6% | -15.6% | -5.3% |
| YTD | +19.7% | -4.7% | +24.3% | +20.0% |
| 1Y | +25.6% | +5.2% | +20.4% | +23.3% |
| 3Y | +120.2% | +66.5% | +53.7% | +94.0% |
| All | +120.2% | +69.8% | +50.4% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling