+117.2%
KMI vs APA
-43.2%
+160.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | +6.5% | +8.5% | -2.0% | +4.0% |
| 30D | -3.4% | +2.8% | -6.2% | -4.3% |
| 3M | +0.4% | +21.7% | -21.3% | -5.8% |
| 6M | -0.9% | +32.6% | -33.5% | -10.0% |
| YTD | +20.5% | +103.7% | -83.2% | -5.3% |
| 1Y | +23.2% | +101.8% | -78.6% | -3.1% |
| 3Y | +121.6% | +48.1% | +73.6% | +81.2% |
| 5Y | +149.1% | +91.9% | +57.2% | +77.6% |
| 10Y | +158.3% | +8.4% | +149.9% | +68.8% |
| All | +117.2% | -43.2% | +160.4% | +57.2% |
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