+26.6%
KMI vs APD
+36.4%
-9.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.3% |
| 7D | -5.2% | +3.8% | -9.0% | -5.6% |
| 30D | +1.2% | +14.1% | -12.9% | -0.2% |
| 3M | +1.3% | +8.2% | -6.9% | +0.5% |
| 6M | -1.1% | +7.5% | -8.7% | -1.8% |
| YTD | +19.0% | +31.7% | -12.7% | +15.3% |
| 1Y | +26.6% | +35.1% | -8.5% | +22.9% |
| All | +26.6% | +36.4% | -9.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling