+99.0%
KMI vs BAM
+67.8%
+31.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.4% |
| 7D | -1.8% | -3.9% | +2.2% | -1.1% |
| 30D | +0.1% | -8.8% | +8.9% | +1.6% |
| 3M | +1.2% | +2.2% | -1.0% | +0.3% |
| 6M | -3.9% | +5.9% | -9.8% | -5.7% |
| YTD | +17.5% | -6.1% | +23.6% | +18.0% |
| 1Y | +22.6% | -11.6% | +34.3% | +24.6% |
| 3Y | +116.3% | +51.7% | +64.6% | +88.7% |
| All | +99.0% | +67.8% | +31.2% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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