-0.9%
KMI vs AG
-43.2%
+42.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.5% |
| 7D | +6.5% | -10.0% | +16.5% | +5.5% |
| 30D | -3.4% | -10.5% | +7.1% | -4.2% |
| 3M | +0.4% | -27.3% | +27.6% | -1.9% |
| 6M | -0.9% | -43.0% | +42.0% | -6.3% |
| All | -0.9% | -43.2% | +42.3% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling