+146.4%
KMI vs ALM
+410.2%
-263.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -0.4% |
| 7D | +6.5% | +1.2% | +5.3% | +6.5% |
| 30D | -3.4% | -19.3% | +15.9% | -3.1% |
| 3M | +0.4% | -40.6% | +41.0% | +1.2% |
| 6M | -0.9% | -57.9% | +57.0% | +0.4% |
| YTD | +20.5% | -6.7% | +27.2% | +19.0% |
| 1Y | +23.2% | +20.2% | +3.0% | +20.7% |
| 3Y | +121.6% | +879.4% | -757.8% | +100.4% |
| All | +146.4% | +410.2% | -263.8% | +126.1% |
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