+134.8%
KMI vs ACGL
+263.8%
-129.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.3% | +2.9% |
| 7D | -0.4% | -2.9% | +2.6% | +0.9% |
| 30D | +3.7% | -2.8% | +6.5% | +4.9% |
| 3M | +3.2% | +6.8% | -3.6% | -0.2% |
| 6M | -3.0% | -1.5% | -1.4% | -2.9% |
| YTD | +19.7% | -0.2% | +19.9% | +18.6% |
| 1Y | +25.6% | +5.3% | +20.3% | +21.2% |
| 3Y | +120.2% | +30.3% | +89.9% | +86.4% |
| 5Y | +160.5% | +151.8% | +8.7% | +50.5% |
| 10Y | +134.8% | +266.9% | -132.0% | +14.8% |
| All | +134.8% | +263.8% | -129.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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