+99.3%
KMI vs BAM
+88.1%
+11.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | -5.1% | +5.0% | -10.1% | -5.9% |
| 30D | -3.1% | +16.6% | -19.7% | -5.8% |
| 3M | +0.2% | +2.2% | -2.0% | -0.3% |
| 6M | +1.1% | +9.7% | -8.5% | -1.0% |
| YTD | +17.7% | +5.2% | +12.5% | +15.8% |
| 1Y | +19.6% | +3.9% | +15.7% | +17.8% |
| 3Y | +117.6% | +91.5% | +26.1% | +81.8% |
| All | +99.3% | +88.1% | +11.2% | +65.2% |
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