+130.2%
KMI vs BAH
+207.1%
-76.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -2.2% |
| 7D | -2.1% | +2.4% | -4.5% | -2.5% |
| 30D | -1.7% | -2.9% | +1.3% | -1.3% |
| 3M | -1.9% | -1.3% | -0.5% | -2.0% |
| 6M | -4.3% | -0.9% | -3.5% | -4.8% |
| YTD | +15.8% | -8.2% | +24.0% | +15.9% |
| 1Y | +17.6% | -24.0% | +41.6% | +21.5% |
| 3Y | +113.1% | -28.1% | +141.2% | +114.0% |
| 5Y | +154.0% | +2.5% | +151.5% | +128.9% |
| All | +130.2% | +207.1% | -76.9% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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