+108.8%
KMI vs AZO
+1,011.9%
-903.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -2.1% | -2.9% | +0.9% | -1.2% |
| 30D | -1.7% | -5.3% | +3.6% | -0.1% |
| 3M | -1.9% | -7.3% | +5.5% | -0.1% |
| 6M | -4.3% | -22.7% | +18.3% | +2.5% |
| YTD | +15.8% | -15.0% | +30.8% | +20.1% |
| 1Y | +17.6% | -32.2% | +49.8% | +30.5% |
| 3Y | +113.1% | +10.0% | +103.1% | +100.2% |
| 5Y | +154.0% | +85.8% | +68.2% | +94.8% |
| 10Y | +133.1% | +298.9% | -165.7% | +36.2% |
| All | +108.8% | +1,011.9% | -903.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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