+160.5%
KMI vs AR
+140.6%
+19.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.1% |
| 7D | -0.4% | -1.8% | +1.5% | +0.1% |
| 30D | +3.7% | +12.6% | -8.9% | +0.3% |
| 3M | +3.2% | +10.0% | -6.9% | +0.3% |
| 6M | -3.0% | +0.6% | -3.6% | -3.7% |
| YTD | +19.7% | +13.4% | +6.2% | +14.5% |
| 1Y | +25.6% | +21.7% | +3.9% | +17.1% |
| 3Y | +120.2% | +45.8% | +74.4% | +90.4% |
| 5Y | +160.5% | +144.3% | +16.2% | +91.3% |
| All | +160.5% | +140.6% | +19.8% | +91.3% |
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