+103.9%
KMI vs AMT
+384.7%
-280.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.1% |
| 7D | -10.8% | +0.5% | -11.3% | -11.0% |
| 30D | -5.0% | +13.6% | -18.6% | -9.2% |
| 3M | -3.4% | +11.5% | -14.8% | -7.2% |
| 6M | -3.4% | +6.9% | -10.3% | -6.4% |
| YTD | +13.1% | +10.8% | +2.3% | +7.8% |
| 1Y | +19.0% | +10.3% | +8.7% | +13.5% |
| 3Y | +106.1% | +12.4% | +93.7% | +89.2% |
| 5Y | +130.1% | -20.1% | +150.1% | +135.6% |
| 10Y | +151.9% | +116.8% | +35.1% | +61.8% |
| All | +103.9% | +384.7% | -280.8% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling