+77.2%
KMI vs AMBA
+837.3%
-760.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -0.5% | -11.0% | +10.5% | +0.7% |
| 30D | +0.9% | -23.2% | +24.1% | +3.7% |
| 3M | 0.0% | -12.7% | +12.7% | -0.1% |
| 6M | -5.7% | +11.2% | -16.9% | -9.1% |
| YTD | +17.5% | -11.2% | +28.7% | +15.7% |
| 1Y | +22.3% | -22.5% | +44.8% | +21.3% |
| 3Y | +111.9% | -1.3% | +113.3% | +96.7% |
| 5Y | +151.8% | -54.2% | +206.0% | +141.9% |
| 10Y | +138.7% | -6.1% | +144.8% | +90.8% |
| All | +77.2% | +837.3% | -760.0% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling