+136.6%
KMI vs ARWR
+978.7%
-842.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | -1.8% | -3.2% | +1.5% | -1.5% |
| 30D | +0.1% | -6.5% | +6.5% | +0.5% |
| 3M | +1.2% | +12.7% | -11.5% | -0.1% |
| 6M | -3.9% | +36.2% | -40.1% | -6.9% |
| YTD | +17.5% | +24.5% | -6.9% | +14.4% |
| 1Y | +22.6% | +198.0% | -175.3% | +10.3% |
| 3Y | +116.3% | +176.4% | -60.1% | +88.1% |
| 5Y | +157.6% | +26.6% | +131.0% | +132.3% |
| 10Y | +136.6% | +1,054.1% | -917.5% | +82.9% |
| All | +136.6% | +978.7% | -842.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling