+64.9%
KMI vs ALLY
+124.8%
-60.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -0.5% | +3.7% | -4.2% | -1.7% |
| 30D | +0.9% | -2.3% | +3.2% | +1.6% |
| 3M | 0.0% | +3.8% | -3.8% | -1.7% |
| 6M | -5.7% | +9.7% | -15.4% | -9.7% |
| YTD | +17.5% | -1.4% | +18.9% | +16.3% |
| 1Y | +22.3% | +8.2% | +14.0% | +16.3% |
| 3Y | +111.9% | +66.5% | +45.5% | +64.1% |
| 5Y | +151.8% | +1.2% | +150.6% | +124.6% |
| 10Y | +138.7% | +191.4% | -52.8% | +18.5% |
| All | +64.9% | +124.8% | -60.0% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling