+136.6%
KMI vs AR
+43.0%
+93.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -1.8% | -1.2% | -0.6% | -1.5% |
| 30D | +0.1% | +5.5% | -5.5% | -1.1% |
| 3M | +1.2% | +12.9% | -11.7% | -1.5% |
| 6M | -3.9% | +0.1% | -4.0% | -4.3% |
| YTD | +17.5% | +13.5% | +4.0% | +13.7% |
| 1Y | +22.6% | +21.6% | +1.1% | +16.4% |
| 3Y | +116.3% | +46.0% | +70.3% | +93.9% |
| 5Y | +157.6% | +143.7% | +13.9% | +102.8% |
| 10Y | +136.6% | +44.3% | +92.3% | +89.6% |
| All | +136.6% | +43.0% | +93.5% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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