+154.3%
KMI vs AMBA
-0.9%
+155.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.1% |
| 7D | +6.5% | +2.7% | +3.9% | +6.2% |
| 30D | -3.4% | -2.2% | -1.3% | -3.3% |
| 3M | +0.4% | -26.6% | +27.0% | +3.4% |
| 6M | -0.9% | -26.8% | +25.8% | +0.2% |
| YTD | +20.5% | -15.1% | +35.6% | +18.8% |
| 1Y | +23.2% | -32.3% | +55.4% | +24.4% |
| 3Y | +121.6% | +19.8% | +101.8% | +98.2% |
| 5Y | +149.1% | -69.2% | +218.3% | +155.0% |
| All | +154.3% | -0.9% | +155.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling