+115.7%
KMI vs AGI
+153.7%
-38.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.0% |
| 7D | -0.4% | +4.4% | -4.8% | -0.7% |
| 30D | +3.7% | +10.0% | -6.3% | +2.8% |
| 3M | +3.2% | +1.7% | +1.4% | +2.6% |
| 6M | -3.0% | -26.8% | +23.8% | -1.3% |
| YTD | +19.7% | -5.3% | +25.0% | +18.8% |
| 1Y | +25.6% | +11.5% | +14.1% | +22.8% |
| 3Y | +120.2% | +212.9% | -92.7% | +96.4% |
| 5Y | +160.5% | +388.8% | -228.3% | +122.7% |
| 10Y | +134.8% | +383.6% | -248.8% | +94.5% |
| All | +115.7% | +153.7% | -38.0% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling