+106.1%
KMI vs ACGL
+31.5%
+74.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.1% |
| 7D | -10.8% | +0.9% | -11.6% | -11.0% |
| 30D | -5.0% | +13.7% | -18.7% | -8.1% |
| 3M | -3.4% | +8.0% | -11.4% | -5.4% |
| 6M | -3.4% | +13.3% | -16.7% | -6.7% |
| YTD | +13.1% | +11.8% | +1.2% | +9.2% |
| 1Y | +19.0% | +22.2% | -3.2% | +12.0% |
| 3Y | +106.1% | +32.5% | +73.7% | +99.8% |
| All | +106.1% | +31.5% | +74.6% | +99.8% |
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 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