+96.2%
KMI vs AMDL
+115.6%
-19.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -1.3% |
| 7D | -2.1% | +20.7% | -22.8% | -2.4% |
| 30D | -1.7% | +9.4% | -11.1% | -1.9% |
| 3M | -1.9% | +5.6% | -7.5% | -2.6% |
| 6M | -4.3% | +340.3% | -344.6% | -10.5% |
| YTD | +15.8% | +253.6% | -237.8% | +8.5% |
| 1Y | +17.6% | +443.4% | -425.8% | +6.6% |
| All | +96.2% | +115.6% | -19.3% | +69.4% |
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