-1.8%
AGG vs KMI
-4.9%
+3.2%
-2.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.3% |
| 7D | -0.2% | -1.8% | +1.6% | -0.2% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | -0.7% | +1.2% | -1.9% | -0.6% |
| 6M | -1.8% | -3.9% | +2.2% | -1.8% |
| All | -1.8% | -4.9% | +3.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 6mo: compounded portfolio wealth divided by compounded KMI 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…
6mo analysis · Full analysis span regression · 6 months rolling