+111.8%
KMI vs AME
+803.4%
-691.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.9% |
| 30D | +0.9% | -6.7% | +7.6% | +4.4% |
| 3M | 0.0% | +4.1% | -4.1% | -2.6% |
| 6M | -5.7% | +1.6% | -7.3% | -7.7% |
| YTD | +17.5% | +16.1% | +1.3% | +6.9% |
| 1Y | +22.3% | +27.3% | -5.0% | +5.4% |
| 3Y | +111.9% | +50.9% | +61.1% | +62.6% |
| 5Y | +151.8% | +81.4% | +70.5% | +71.0% |
| 10Y | +138.7% | +417.0% | -278.3% | -8.2% |
| All | +111.8% | +803.4% | -691.6% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling