+111.8%
KMI vs APD
+444.5%
-332.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.2% |
| 7D | -0.5% | -2.2% | +1.7% | +0.4% |
| 30D | +0.9% | +2.1% | -1.2% | 0.0% |
| 3M | 0.0% | +7.2% | -7.2% | -3.4% |
| 6M | -5.7% | +11.2% | -16.9% | -10.6% |
| YTD | +17.5% | +24.4% | -6.9% | +5.7% |
| 1Y | +22.3% | +6.7% | +15.6% | +16.9% |
| 3Y | +111.9% | +9.2% | +102.7% | +93.8% |
| 5Y | +151.8% | +27.4% | +124.5% | +107.6% |
| 10Y | +138.7% | +164.8% | -26.2% | +30.8% |
| All | +111.8% | +444.5% | -332.7% | -19.3% |
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