+125.7%
KMI vs AUR
-36.7%
+162.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.2% | -1.4% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | -1.7% | -8.9% | +7.2% | -1.4% |
| 3M | -1.9% | +4.6% | -6.5% | -2.3% |
| 6M | -4.3% | +44.9% | -49.2% | -6.4% |
| YTD | +15.8% | +64.8% | -49.0% | +12.5% |
| 1Y | +17.6% | +16.4% | +1.2% | +15.7% |
| 3Y | +113.1% | +85.1% | +28.0% | +100.0% |
| 5Y | +154.0% | -36.1% | +190.1% | +129.4% |
| All | +125.7% | -36.7% | +162.4% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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