+157.6%
KMI vs ALM
+958.0%
-800.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.7% |
| 7D | -1.8% | +3.6% | -5.4% | -1.8% |
| 30D | +0.1% | +33.8% | -33.7% | -0.6% |
| 3M | +1.2% | +14.8% | -13.6% | +0.7% |
| 6M | -3.9% | -7.0% | +3.0% | -4.2% |
| YTD | +17.5% | +108.1% | -90.5% | +14.5% |
| 1Y | +22.6% | +313.8% | -291.1% | +16.8% |
| 3Y | +116.3% | +2,227.6% | -2,111.3% | +91.9% |
| 5Y | +157.6% | +956.6% | -799.0% | +132.2% |
| All | +157.6% | +958.0% | -800.4% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling