+111.9%
KMI vs AON
+620.0%
-508.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.3% |
| 7D | -1.8% | -7.9% | +6.2% | +1.8% |
| 30D | +0.1% | -14.6% | +14.7% | +6.7% |
| 3M | +1.2% | -7.9% | +9.1% | +3.7% |
| 6M | -3.9% | -8.0% | +4.1% | -2.0% |
| YTD | +17.5% | -13.2% | +30.8% | +22.4% |
| 1Y | +22.6% | -16.4% | +39.1% | +29.7% |
| 3Y | +116.3% | -6.7% | +122.9% | +112.8% |
| 5Y | +157.6% | +8.0% | +149.6% | +128.3% |
| 10Y | +136.6% | +205.6% | -69.0% | +17.4% |
| All | +111.9% | +620.0% | -508.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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