+108.1%
KMI vs APD
+462.3%
-354.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.2% |
| 7D | -6.5% | -1.6% | -5.0% | -5.9% |
| 30D | -5.1% | +10.6% | -15.7% | -9.1% |
| 3M | 0.0% | +2.5% | -2.5% | -1.2% |
| 6M | -0.9% | +6.0% | -6.9% | -3.9% |
| YTD | +15.4% | +28.4% | -13.0% | +2.3% |
| 1Y | +19.5% | +22.2% | -2.7% | +7.9% |
| 3Y | +116.3% | +26.6% | +89.7% | +85.4% |
| 5Y | +136.6% | +11.8% | +124.8% | +109.6% |
| 10Y | +139.6% | +187.8% | -48.2% | +26.2% |
| All | +108.1% | +462.3% | -354.2% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling