+254.0%
KMI vs JAAA
+29.3%
+224.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +3.7% | +0.5% | +3.2% | +3.1% |
| 3M | +3.2% | +1.2% | +2.0% | +1.6% |
| 6M | -3.0% | +2.8% | -5.8% | -6.4% |
| YTD | +19.7% | +3.2% | +16.5% | +15.0% |
| 1Y | +25.6% | +4.8% | +20.8% | +18.4% |
| 3Y | +120.2% | +19.0% | +101.2% | +92.5% |
| 5Y | +160.5% | +26.8% | +133.7% | +119.6% |
| All | +254.0% | +29.3% | +224.7% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling