+131.6%
KMI vs AR
+71.8%
+59.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | -10.8% | -14.3% | +3.5% | -7.0% |
| 30D | -5.0% | +1.4% | -6.4% | -5.4% |
| 3M | -3.4% | +3.4% | -6.8% | -4.6% |
| 6M | -3.4% | -2.1% | -1.3% | -3.4% |
| YTD | +13.1% | +4.7% | +8.4% | +10.3% |
| 1Y | +19.0% | +10.6% | +8.5% | +14.1% |
| 3Y | +106.1% | +24.6% | +81.5% | +86.2% |
| All | +131.6% | +71.8% | +59.8% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling