+121.6%
KMI vs ACGL
+33.8%
+87.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +6.5% | +2.2% | +4.4% | +6.0% |
| 30D | -3.4% | +12.3% | -15.7% | -6.2% |
| 3M | +0.4% | +11.8% | -11.4% | -2.5% |
| 6M | -0.9% | +17.5% | -18.4% | -5.1% |
| YTD | +20.5% | +14.3% | +6.2% | +15.8% |
| 1Y | +23.2% | +18.2% | +5.0% | +17.2% |
| 3Y | +121.6% | +33.2% | +88.5% | +113.9% |
| All | +121.6% | +33.8% | +87.8% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling