+111.8%
KMI vs ARWR
+877.8%
-766.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | +0.9% | -0.7% | +1.6% | +0.9% |
| 3M | 0.0% | +14.9% | -14.9% | -1.3% |
| 6M | -5.7% | +32.6% | -38.3% | -8.2% |
| YTD | +17.5% | +30.0% | -12.6% | +14.4% |
| 1Y | +22.3% | +208.4% | -186.1% | +10.9% |
| 3Y | +111.9% | +208.8% | -96.9% | +85.8% |
| 5Y | +151.8% | +27.8% | +124.0% | +129.6% |
| 10Y | +138.7% | +1,107.6% | -968.9% | +77.9% |
| All | +111.8% | +877.8% | -766.0% | +51.7% |
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