+102.7%
KMI vs AMDL
+117.8%
-15.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.7% | -9.8% | +1.6% |
| 7D | -0.4% | +19.9% | -20.3% | -0.7% |
| 30D | +3.7% | +6.3% | -2.6% | +3.5% |
| 3M | +3.2% | -9.9% | +13.1% | +2.8% |
| 6M | -3.0% | +394.3% | -397.3% | -9.6% |
| YTD | +19.7% | +257.3% | -237.6% | +12.1% |
| 1Y | +25.6% | +508.5% | -482.9% | +13.2% |
| All | +102.7% | +117.8% | -15.1% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling