+58.7%
KMI vs ALLY
+98.1%
-39.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -10.8% | +0.9% | -11.7% | -11.1% |
| 30D | -5.0% | +3.1% | -8.1% | -6.2% |
| 3M | -3.4% | -12.6% | +9.2% | +0.8% |
| 6M | -3.4% | -12.4% | +9.0% | +0.1% |
| YTD | +13.1% | -13.2% | +26.2% | +16.5% |
| 1Y | +19.0% | +1.8% | +17.2% | +15.6% |
| 3Y | +106.1% | +58.0% | +48.2% | +61.9% |
| 5Y | +130.1% | -8.4% | +138.5% | +111.5% |
| 10Y | +151.9% | +195.3% | -43.3% | +22.2% |
| All | +58.7% | +98.1% | -39.4% | -17.8% |
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