+160.5%
KMI vs AMT
-31.2%
+191.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +3.7% | +1.8% | +1.8% | +3.2% |
| 3M | +3.2% | -6.2% | +9.3% | +4.3% |
| 6M | -3.0% | -5.0% | +2.0% | -2.3% |
| YTD | +19.7% | +2.1% | +17.6% | +18.5% |
| 1Y | +25.6% | -5.7% | +31.4% | +26.4% |
| 3Y | +120.2% | +7.9% | +112.3% | +109.2% |
| 5Y | +160.5% | -32.3% | +192.8% | +159.4% |
| All | +160.5% | -31.2% | +191.7% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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