+104.2%
KMI vs AMDL
+102.5%
+1.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.6% | +17.3% | +0.1% |
| 7D | +6.5% | +37.2% | -30.7% | +5.7% |
| 30D | -3.4% | -24.0% | +20.6% | -3.4% |
| 3M | +0.4% | -1.0% | +1.4% | -0.3% |
| 6M | -0.9% | -3.2% | +2.3% | -2.3% |
| YTD | +20.5% | +232.2% | -211.7% | +12.4% |
| 1Y | +23.2% | +137.7% | -114.6% | +16.2% |
| All | +104.2% | +102.5% | +1.7% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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