+130.2%
KMI vs APD
+168.7%
-38.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | -2.1% | -3.5% | +1.4% | -0.7% |
| 30D | -1.7% | -5.1% | +3.4% | +0.4% |
| 3M | -1.9% | +6.9% | -8.7% | -4.9% |
| 6M | -4.3% | +8.1% | -12.4% | -7.9% |
| YTD | +15.8% | +21.2% | -5.4% | +5.8% |
| 1Y | +17.6% | +4.9% | +12.7% | +13.5% |
| 3Y | +113.1% | +6.3% | +106.8% | +98.2% |
| 5Y | +154.0% | +24.3% | +129.7% | +111.6% |
| All | +130.2% | +168.7% | -38.5% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling