+70.0%
KMI vs AR
-30.5%
+100.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +3.1% |
| 7D | -5.1% | -5.8% | +0.6% | -3.8% |
| 30D | -3.1% | +4.8% | -8.0% | -4.2% |
| 3M | +0.2% | +1.5% | -1.3% | -0.3% |
| 6M | +1.1% | +4.7% | -3.6% | -0.3% |
| YTD | +17.7% | +9.2% | +8.5% | +14.3% |
| 1Y | +19.6% | +11.2% | +8.4% | +15.4% |
| 3Y | +117.6% | +46.2% | +71.3% | +93.0% |
| 5Y | +143.1% | +98.1% | +45.0% | +94.4% |
| 10Y | +142.0% | +54.5% | +87.5% | +91.0% |
| All | +70.0% | -30.5% | +100.5% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling