+118.0%
KMI vs BAH
-31.4%
+149.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -1.8% | -1.3% | -0.4% | -1.7% |
| 30D | +0.1% | -6.6% | +6.7% | +0.3% |
| 3M | +1.2% | -7.2% | +8.3% | +1.4% |
| 6M | -3.9% | -10.0% | +6.1% | -3.7% |
| YTD | +17.5% | -12.5% | +30.0% | +17.7% |
| 1Y | +22.6% | -27.9% | +50.6% | +23.9% |
| All | +118.0% | -31.4% | +149.4% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling