+162.3%
KMI vs BAH
-3.8%
+166.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +1.9% |
| 7D | -0.4% | -4.3% | +4.0% | 0.0% |
| 30D | +3.7% | -4.5% | +8.1% | +4.0% |
| 3M | +3.2% | -7.6% | +10.8% | +3.7% |
| 6M | -3.0% | -10.6% | +7.6% | -2.3% |
| YTD | +19.7% | -12.6% | +32.2% | +20.3% |
| 1Y | +25.6% | -27.0% | +52.6% | +28.7% |
| 3Y | +120.2% | -31.5% | +151.7% | +117.6% |
| All | +162.3% | -3.8% | +166.1% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling