+108.2%
KMI vs AJG
+1,048.8%
-940.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -1.7% | -8.3% | +6.6% | +2.5% |
| 30D | -2.7% | -5.7% | +2.9% | -0.3% |
| 3M | -0.7% | +9.1% | -9.8% | -6.3% |
| 6M | -5.0% | +15.2% | -20.2% | -13.6% |
| YTD | +15.5% | -6.3% | +21.8% | +16.2% |
| 1Y | +16.4% | -19.1% | +35.5% | +26.6% |
| 3Y | +114.2% | +8.2% | +105.9% | +90.3% |
| 5Y | +153.3% | +75.6% | +77.6% | +59.0% |
| 10Y | +132.4% | +471.1% | -338.7% | -31.7% |
| All | +108.2% | +1,048.8% | -940.6% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling