+112.3%
KMI vs ARWR
+454.9%
-342.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -5.1% | -17.7% | +12.6% | -4.0% |
| 30D | -3.1% | -21.9% | +18.8% | -1.7% |
| 3M | +0.2% | -44.5% | +44.8% | +4.1% |
| 6M | +1.1% | -32.6% | +33.7% | +3.2% |
| YTD | +17.7% | -26.2% | +43.9% | +18.8% |
| 1Y | +19.6% | +23.0% | -3.4% | +15.7% |
| 3Y | +117.6% | +81.8% | +35.8% | +97.6% |
| 5Y | +143.1% | -36.0% | +179.1% | +132.3% |
| 10Y | +142.0% | +1,039.5% | -897.5% | +82.8% |
| All | +112.3% | +454.9% | -342.7% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling