+41.6%
AGG vs KMI
+104.5%
-62.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.9% | -2.1% | +1.1% | -0.9% |
| 30D | -1.0% | -1.7% | +0.7% | -0.9% |
| 3M | -1.3% | -1.9% | +0.6% | -1.3% |
| 6M | -2.1% | -4.3% | +2.3% | -2.1% |
| YTD | -1.2% | +15.8% | -17.0% | -1.4% |
| 1Y | -0.5% | +17.6% | -18.1% | -0.7% |
| 3Y | +12.4% | +113.1% | -100.7% | +11.5% |
| 5Y | -2.4% | +154.0% | -156.4% | -3.4% |
| 10Y | +14.3% | +133.1% | -118.8% | +12.4% |
| All | +41.6% | +104.5% | -62.9% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling