+89.0%
KMI vs AMCR
+97.2%
-8.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.0% |
| 7D | -1.8% | -6.3% | +4.5% | 0.0% |
| 30D | +0.1% | -7.1% | +7.2% | +2.0% |
| 3M | +1.2% | +12.7% | -11.5% | -2.7% |
| 6M | -3.9% | +5.2% | -9.1% | -6.4% |
| YTD | +17.5% | +8.1% | +9.5% | +13.0% |
| 1Y | +22.6% | +11.7% | +10.9% | +16.5% |
| 3Y | +116.3% | +9.9% | +106.4% | +102.8% |
| 5Y | +157.6% | -8.7% | +166.3% | +154.5% |
| 10Y | +136.6% | +16.8% | +119.7% | +103.2% |
| All | +89.0% | +97.2% | -8.2% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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