+157.6%
KMI vs AG
+69.4%
+88.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +0.1% | +12.5% | -12.4% | -0.9% |
| 3M | +1.2% | +28.2% | -27.0% | -1.0% |
| 6M | -3.9% | -18.8% | +14.9% | -3.1% |
| YTD | +17.5% | +27.4% | -9.9% | +13.1% |
| 1Y | +22.6% | +132.2% | -109.5% | +10.4% |
| 3Y | +116.3% | +286.9% | -170.6% | +77.4% |
| 5Y | +157.6% | +72.8% | +84.8% | +132.2% |
| All | +157.6% | +69.4% | +88.2% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling