+111.8%
KMI vs AG
+62.1%
+49.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.5% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +0.9% | +19.2% | -18.3% | -0.9% |
| 3M | 0.0% | +6.2% | -6.2% | -1.2% |
| 6M | -5.7% | -26.7% | +21.0% | -4.2% |
| YTD | +17.5% | +26.1% | -8.6% | +12.4% |
| 1Y | +22.3% | +131.7% | -109.4% | +9.2% |
| 3Y | +111.9% | +255.3% | -143.4% | +75.1% |
| 5Y | +151.8% | +61.9% | +89.9% | +119.4% |
| 10Y | +138.7% | +72.0% | +66.6% | +90.0% |
| All | +111.8% | +62.1% | +49.7% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling