+157.6%
KMI vs AME
+83.9%
+73.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.8% | +1.3% | -3.1% | -2.2% |
| 30D | +0.1% | -6.6% | +6.6% | +2.1% |
| 3M | +1.2% | +3.0% | -1.8% | -0.1% |
| 6M | -3.9% | +5.3% | -9.2% | -6.2% |
| YTD | +17.5% | +15.4% | +2.1% | +10.7% |
| 1Y | +22.6% | +26.8% | -4.2% | +11.2% |
| 3Y | +116.3% | +56.5% | +59.8% | +76.6% |
| 5Y | +157.6% | +85.2% | +72.4% | +87.8% |
| All | +157.6% | +83.9% | +73.7% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling