+65.2%
KMI vs ALLY
+95.5%
-30.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +2.8% |
| 7D | -5.1% | -0.7% | -4.5% | -5.0% |
| 30D | -3.1% | +1.1% | -4.3% | -3.7% |
| 3M | +0.2% | -13.2% | +13.4% | +4.8% |
| 6M | +1.1% | -13.5% | +14.6% | +5.2% |
| YTD | +17.7% | -14.3% | +32.0% | +21.8% |
| 1Y | +19.6% | -1.1% | +20.8% | +17.3% |
| 3Y | +117.6% | +62.0% | +55.6% | +69.2% |
| 5Y | +143.1% | -9.6% | +152.7% | +124.4% |
| 10Y | +142.0% | +176.0% | -33.9% | +21.0% |
| All | +65.2% | +95.5% | -30.3% | -14.0% |
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 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