+120.2%
KMI vs AG
+272.3%
-152.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.9% |
| 7D | -0.4% | +4.5% | -4.9% | -0.5% |
| 30D | +3.7% | +12.9% | -9.2% | +3.1% |
| 3M | +3.2% | +20.9% | -17.8% | +2.1% |
| 6M | -3.0% | -19.5% | +16.5% | -2.2% |
| YTD | +19.7% | +24.8% | -5.1% | +16.8% |
| 1Y | +25.6% | +120.2% | -94.6% | +17.0% |
| 3Y | +120.2% | +279.0% | -158.8% | +91.8% |
| All | +120.2% | +272.3% | -152.0% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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