+61.2%
KMI vs ALM
+3,289.7%
-3,228.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.3% |
| 7D | +6.0% | -4.0% | +10.1% | +6.0% |
| 30D | -3.4% | -30.5% | +27.1% | -3.3% |
| 3M | +1.8% | -46.9% | +48.7% | +1.9% |
| 6M | +0.4% | -65.5% | +66.0% | +0.7% |
| YTD | +20.8% | -13.4% | +34.2% | +20.7% |
| 1Y | +23.0% | +9.8% | +13.2% | +22.8% |
| 3Y | +123.3% | +783.1% | -659.8% | +121.4% |
| 5Y | +149.8% | +378.3% | -228.5% | +147.7% |
| 10Y | +159.0% | +1,942.8% | -1,783.8% | +155.9% |
| All | +61.2% | +3,289.7% | -3,228.6% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling