+22.6%
KMI vs AMDL
+540.4%
-517.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.0% | -7.8% | -1.7% |
| 7D | -1.8% | +29.0% | -30.7% | -1.5% |
| 30D | +0.1% | +19.1% | -19.0% | +0.3% |
| 3M | +1.2% | +1.8% | -0.6% | +1.5% |
| 6M | -3.9% | +374.4% | -378.3% | -3.7% |
| YTD | +17.5% | +278.9% | -261.4% | +18.0% |
| 1Y | +22.6% | +510.6% | -487.9% | +27.9% |
| All | +22.6% | +540.4% | -517.8% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling