+76.5%
KMI vs ARES
+1,196.0%
-1,119.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | -0.5% | -1.7% | +1.2% | -0.1% |
| 30D | +0.9% | +0.3% | +0.6% | +0.7% |
| 3M | 0.0% | +8.5% | -8.5% | -2.9% |
| 6M | -5.7% | +23.5% | -29.2% | -12.2% |
| YTD | +17.5% | -11.2% | +28.7% | +18.6% |
| 1Y | +22.3% | -19.3% | +41.6% | +26.1% |
| 3Y | +111.9% | +48.7% | +63.3% | +78.3% |
| 5Y | +151.8% | +106.5% | +45.3% | +85.4% |
| 10Y | +138.7% | +1,055.3% | -916.7% | +9.0% |
| All | +76.5% | +1,196.0% | -1,119.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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