+117.9%
KMI vs APD
+475.3%
-357.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +6.0% | +2.2% | +3.9% | +5.1% |
| 30D | -3.4% | +9.4% | -12.8% | -7.1% |
| 3M | +1.8% | +4.7% | -2.9% | -0.3% |
| 6M | +0.4% | +5.5% | -5.0% | -2.4% |
| YTD | +20.8% | +31.4% | -10.6% | +6.1% |
| 1Y | +23.0% | +24.1% | -1.1% | +10.3% |
| 3Y | +123.3% | +28.8% | +94.5% | +90.1% |
| 5Y | +149.8% | +15.8% | +134.0% | +117.8% |
| 10Y | +159.0% | +191.6% | -32.6% | +35.7% |
| All | +117.9% | +475.3% | -357.4% | -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 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