+154.7%
KMI vs AMBA
-54.5%
+209.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | -0.5% | -11.0% | +10.5% | +0.2% |
| 30D | +0.9% | -23.2% | +24.1% | +2.5% |
| 3M | 0.0% | -12.7% | +12.7% | 0.0% |
| 6M | -5.7% | +11.2% | -16.9% | -7.9% |
| YTD | +17.5% | -11.2% | +28.7% | +16.4% |
| 1Y | +22.3% | -22.5% | +44.8% | +21.7% |
| 3Y | +111.9% | -1.3% | +113.3% | +100.7% |
| All | +154.7% | -54.5% | +209.2% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling