+56.7%
KMI vs ALM
+7,705.7%
-7,649.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -0.5% | -2.6% | +2.1% | -0.5% |
| 30D | +0.9% | +32.0% | -31.1% | +0.8% |
| 3M | 0.0% | -15.0% | +15.0% | 0.0% |
| 6M | -5.7% | -10.1% | +4.4% | -5.7% |
| YTD | +17.5% | +99.4% | -81.9% | +17.1% |
| 1Y | +22.3% | +316.4% | -294.1% | +21.6% |
| 3Y | +111.9% | +2,022.0% | -1,910.0% | +109.5% |
| 5Y | +151.8% | +941.2% | -789.3% | +149.3% |
| 10Y | +138.7% | +2,950.3% | -2,811.7% | +135.4% |
| All | +56.7% | +7,705.7% | -7,649.0% | +53.2% |
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 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