+150.6%
KMI vs AGI
+400.3%
-249.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.7% | -2.7% | +1.0% | -1.5% |
| 30D | -2.7% | +7.2% | -10.0% | -3.6% |
| 3M | -0.7% | +4.3% | -4.9% | -1.6% |
| 6M | -5.0% | -27.1% | +22.1% | -2.0% |
| YTD | +15.5% | -6.6% | +22.1% | +14.2% |
| 1Y | +16.4% | +9.5% | +6.9% | +11.7% |
| 3Y | +114.2% | +208.4% | -94.3% | +68.3% |
| All | +150.6% | +400.3% | -249.7% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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