+111.9%
KMI vs AIG
+144.4%
-32.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -1.8% | -1.4% | -0.3% | -1.2% |
| 30D | +0.1% | -3.3% | +3.4% | +1.4% |
| 3M | +1.2% | +2.2% | -1.0% | 0.0% |
| 6M | -3.9% | -2.1% | -1.8% | -3.7% |
| YTD | +17.5% | -11.2% | +28.7% | +22.3% |
| 1Y | +22.6% | -2.1% | +24.8% | +21.9% |
| 3Y | +116.3% | +34.4% | +81.9% | +84.8% |
| 5Y | +157.6% | +53.7% | +103.9% | +102.1% |
| 10Y | +136.6% | +64.4% | +72.2% | +58.5% |
| All | +111.9% | +144.4% | -32.5% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling