+108.8%
KMI vs AU
+190.2%
-81.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.2% |
| 7D | -2.1% | -7.0% | +4.9% | -1.5% |
| 30D | -1.7% | +7.3% | -9.0% | -2.4% |
| 3M | -1.9% | +33.2% | -35.1% | -4.4% |
| 6M | -4.3% | -0.6% | -3.7% | -5.1% |
| YTD | +15.8% | +26.2% | -10.4% | +12.2% |
| 1Y | +17.6% | +68.3% | -50.7% | +10.7% |
| 3Y | +113.1% | +592.1% | -479.0% | +74.8% |
| 5Y | +154.0% | +685.3% | -531.3% | +103.6% |
| 10Y | +133.1% | +682.5% | -549.4% | +80.7% |
| All | +108.8% | +190.2% | -81.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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