+109.3%
KMI vs AS
+131.9%
-22.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | +0.2% | -3.0% | +3.2% | +0.4% |
| 30D | -3.7% | +9.6% | -13.2% | -4.1% |
| 3M | +1.2% | -8.2% | +9.4% | +1.6% |
| 6M | -0.3% | -9.9% | +9.7% | +0.1% |
| YTD | +19.2% | -16.8% | +36.0% | +20.0% |
| 1Y | +21.7% | +3.0% | +18.7% | +19.8% |
| All | +109.3% | +131.9% | -22.7% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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