+160.5%
KMI vs ARWR
+29.5%
+130.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +1.9% |
| 7D | -0.4% | +2.9% | -3.2% | -0.5% |
| 30D | +3.7% | -2.9% | +6.6% | +3.8% |
| 3M | +3.2% | +15.2% | -12.1% | +2.0% |
| 6M | -3.0% | +42.3% | -45.3% | -5.6% |
| YTD | +19.7% | +28.2% | -8.5% | +17.0% |
| 1Y | +25.6% | +213.2% | -187.6% | +14.5% |
| 3Y | +120.2% | +184.6% | -64.4% | +94.2% |
| 5Y | +160.5% | +29.2% | +131.2% | +131.3% |
| All | +160.5% | +29.5% | +130.9% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling