+129.5%
KMI vs AIG
+66.2%
+63.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.7% | -1.2% | -0.6% | -1.2% |
| 30D | -2.7% | -1.1% | -1.7% | -2.3% |
| 3M | -0.7% | +0.7% | -1.4% | -1.3% |
| 6M | -5.0% | -2.2% | -2.8% | -4.7% |
| YTD | +15.5% | -10.8% | +26.3% | +20.4% |
| 1Y | +16.4% | -2.0% | +18.5% | +15.5% |
| 3Y | +114.2% | +34.8% | +79.3% | +79.5% |
| 5Y | +153.3% | +55.0% | +98.2% | +91.8% |
| All | +129.5% | +66.2% | +63.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling