+63.3%
KMI vs AR
-33.4%
+96.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -10.8% | -14.3% | +3.5% | -7.6% |
| 30D | -5.0% | +1.4% | -6.4% | -5.3% |
| 3M | -3.4% | +3.4% | -6.8% | -4.3% |
| 6M | -3.4% | -2.1% | -1.3% | -3.4% |
| YTD | +13.1% | +4.7% | +8.4% | +10.9% |
| 1Y | +19.0% | +10.6% | +8.5% | +15.0% |
| 3Y | +106.1% | +24.6% | +81.5% | +89.3% |
| 5Y | +130.1% | +71.9% | +58.2% | +89.5% |
| 10Y | +151.9% | +46.4% | +105.5% | +101.5% |
| All | +63.3% | -33.4% | +96.7% | +44.8% |
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