+155.0%
KMI vs BAH
+199.5%
-44.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +6.0% | -2.6% | +8.6% | +6.4% |
| 30D | -3.4% | +20.4% | -23.8% | -6.2% |
| 3M | +1.8% | +11.9% | -10.1% | -0.2% |
| 6M | +0.4% | +17.1% | -16.7% | -2.7% |
| YTD | +20.8% | +5.5% | +15.3% | +18.2% |
| 1Y | +23.0% | +5.6% | +17.4% | +20.1% |
| 3Y | +123.3% | -26.5% | +149.9% | +125.9% |
| 5Y | +149.8% | +6.5% | +143.3% | +125.9% |
| All | +155.0% | +199.5% | -44.5% | +96.7% |
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