+136.6%
KMI vs APD
+12.1%
+124.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.5% |
| 7D | -6.5% | -1.6% | -5.0% | -6.2% |
| 30D | -5.1% | +10.6% | -15.7% | -7.4% |
| 3M | 0.0% | +2.5% | -2.5% | -0.7% |
| 6M | -0.9% | +6.0% | -6.9% | -2.5% |
| YTD | +15.4% | +28.4% | -13.0% | +7.7% |
| 1Y | +19.5% | +22.2% | -2.7% | +12.8% |
| 3Y | +116.3% | +26.6% | +89.7% | +98.9% |
| 5Y | +136.6% | +11.8% | +124.8% | +119.7% |
| All | +136.6% | +12.1% | +124.4% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling