+114.2%
KMI vs AJG
+8.2%
+106.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.7% | -8.3% | +6.6% | -0.6% |
| 30D | -2.7% | -5.7% | +2.9% | -2.1% |
| 3M | -0.7% | +9.1% | -9.8% | -2.5% |
| 6M | -5.0% | +15.2% | -20.2% | -7.9% |
| YTD | +15.5% | -6.3% | +21.8% | +16.9% |
| 1Y | +16.4% | -19.1% | +35.5% | +22.8% |
| 3Y | +114.2% | +8.2% | +105.9% | +110.9% |
| All | +114.2% | +8.2% | +106.0% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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