+241.6%
KMI vs JAAA
+29.4%
+212.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -2.7% | +0.5% | -3.3% | -3.4% |
| 3M | -0.7% | +1.3% | -1.9% | -2.2% |
| 6M | -5.0% | +2.8% | -7.8% | -8.2% |
| YTD | +15.5% | +3.3% | +12.2% | +10.9% |
| 1Y | +16.4% | +4.9% | +11.5% | +9.6% |
| 3Y | +114.2% | +19.0% | +95.2% | +87.1% |
| 5Y | +153.3% | +26.9% | +126.4% | +113.3% |
| All | +241.6% | +29.4% | +212.2% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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