+149.8%
KMI vs AG
+3.1%
+146.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.6% | +1.6% |
| 7D | +6.0% | -6.0% | +12.1% | +6.4% |
| 30D | -3.4% | -14.3% | +10.9% | -2.6% |
| 3M | +1.8% | -26.9% | +28.7% | +3.4% |
| 6M | +0.4% | -42.1% | +42.6% | +3.5% |
| YTD | +20.8% | -15.9% | +36.7% | +19.1% |
| 1Y | +23.0% | +11.5% | +11.5% | +17.8% |
| 3Y | +123.3% | +208.0% | -84.7% | +84.7% |
| 5Y | +149.8% | +2.4% | +147.4% | +144.5% |
| All | +149.8% | +3.1% | +146.7% | +144.5% |
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