+129.5%
KMI vs AME
+445.1%
-315.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -2.0% |
| 7D | -1.7% | +1.7% | -3.5% | -2.6% |
| 30D | -2.7% | -6.4% | +3.7% | +0.6% |
| 3M | -0.7% | +7.1% | -7.8% | -4.8% |
| 6M | -5.0% | +8.2% | -13.1% | -10.2% |
| YTD | +15.5% | +18.2% | -2.7% | +3.5% |
| 1Y | +16.4% | +26.7% | -10.3% | -0.3% |
| 3Y | +114.2% | +60.7% | +53.5% | +54.9% |
| 5Y | +153.3% | +91.6% | +61.7% | +59.8% |
| All | +129.5% | +445.1% | -315.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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