+103.9%
KMI vs ACGL
+1,017.9%
-914.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.6% |
| 7D | -10.8% | +0.9% | -11.6% | -11.2% |
| 30D | -5.0% | +13.7% | -18.7% | -10.5% |
| 3M | -3.4% | +8.0% | -11.4% | -7.0% |
| 6M | -3.4% | +13.3% | -16.7% | -9.3% |
| YTD | +13.1% | +11.8% | +1.2% | +6.2% |
| 1Y | +19.0% | +22.2% | -3.2% | +7.3% |
| 3Y | +106.1% | +32.5% | +73.7% | +74.3% |
| 5Y | +130.1% | +160.2% | -30.1% | +33.1% |
| 10Y | +151.9% | +338.5% | -186.6% | +8.5% |
| All | +103.9% | +1,017.9% | -914.0% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling