+129.5%
KMI vs ALM
+2,589.2%
-2,459.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | -1.7% | -11.8% | +10.1% | -1.4% |
| 30D | -2.7% | +7.8% | -10.5% | -3.1% |
| 3M | -0.7% | -9.3% | +8.6% | -0.7% |
| 6M | -5.0% | -30.5% | +25.5% | -4.6% |
| YTD | +15.5% | +75.8% | -60.4% | +12.0% |
| 1Y | +16.4% | +241.2% | -224.8% | +9.9% |
| 3Y | +114.2% | +1,872.6% | -1,758.5% | +85.1% |
| 5Y | +153.3% | +849.6% | -696.3% | +122.6% |
| All | +129.5% | +2,589.2% | -2,459.7% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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