+111.8%
KMI vs APA
-50.1%
+161.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.3% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | +0.9% | +23.4% | -22.5% | -5.6% |
| 3M | 0.0% | +12.7% | -12.7% | -4.2% |
| 6M | -5.7% | +39.4% | -45.1% | -16.1% |
| YTD | +17.5% | +79.0% | -61.5% | -3.7% |
| 1Y | +22.3% | +88.8% | -66.5% | -2.4% |
| 3Y | +111.9% | +6.4% | +105.6% | +92.4% |
| 5Y | +151.8% | +153.0% | -1.1% | +63.4% |
| 10Y | +138.7% | +7.5% | +131.1% | +53.5% |
| All | +111.8% | -50.1% | +161.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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