+114.8%
KMI vs AIG
+33.4%
+81.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.1% | -2.4% | +0.3% | -1.5% |
| 30D | -1.7% | -2.9% | +1.3% | -1.0% |
| 3M | -1.9% | +0.8% | -2.7% | -2.3% |
| 6M | -4.3% | -2.7% | -1.7% | -4.0% |
| YTD | +15.8% | -11.2% | +27.0% | +19.4% |
| 1Y | +17.6% | -1.5% | +19.1% | +17.0% |
| All | +114.8% | +33.4% | +81.4% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling