+118.0%
KMI vs AME
+55.9%
+62.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | +0.1% | -6.6% | +6.6% | +1.4% |
| 3M | +1.2% | +3.0% | -1.8% | +0.3% |
| 6M | -3.9% | +5.3% | -9.2% | -5.5% |
| YTD | +17.5% | +15.4% | +2.1% | +12.5% |
| 1Y | +22.6% | +26.8% | -4.2% | +13.9% |
| All | +118.0% | +55.9% | +62.0% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling