+139.3%
KMI vs AVTR
+3.6%
+135.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.5% |
| 7D | -0.4% | +7.4% | -7.8% | -1.8% |
| 30D | +3.7% | +12.2% | -8.6% | +1.1% |
| 3M | +3.2% | +57.4% | -54.2% | -6.9% |
| 6M | -3.0% | +86.7% | -89.6% | -16.2% |
| YTD | +19.7% | +33.1% | -13.4% | +10.8% |
| 1Y | +25.6% | +16.1% | +9.5% | +17.9% |
| 3Y | +120.2% | -24.6% | +144.8% | +121.4% |
| 5Y | +160.5% | -63.5% | +224.0% | +223.7% |
| All | +139.3% | +3.6% | +135.7% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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