+129.5%
KMI vs APTV
-16.1%
+145.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | -5.0% | +3.3% | -0.4% |
| 30D | -2.7% | -6.1% | +3.3% | -1.3% |
| 3M | -0.7% | -33.0% | +32.3% | +9.9% |
| 6M | -5.0% | -35.2% | +30.3% | +4.8% |
| YTD | +15.5% | -40.1% | +55.6% | +29.4% |
| 1Y | +16.4% | -45.6% | +62.0% | +33.9% |
| 3Y | +114.2% | -54.4% | +168.5% | +149.7% |
| 5Y | +153.3% | -68.9% | +222.2% | +223.2% |
| All | +129.5% | -16.1% | +145.6% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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