+108.2%
KMI vs ALNY
+2,455.8%
-2,347.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.7% | -6.5% | +4.8% | -1.1% |
| 30D | -2.7% | +11.0% | -13.8% | -3.7% |
| 3M | -0.7% | -14.1% | +13.4% | 0.0% |
| 6M | -5.0% | -22.4% | +17.4% | -3.6% |
| YTD | +15.5% | -37.5% | +52.9% | +19.3% |
| 1Y | +16.4% | -46.9% | +63.4% | +21.9% |
| 3Y | +114.2% | +22.1% | +92.1% | +104.1% |
| 5Y | +153.3% | +31.2% | +122.1% | +134.1% |
| 10Y | +132.4% | +256.3% | -123.9% | +82.3% |
| All | +108.2% | +2,455.8% | -2,347.6% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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