+135.1%
KMI vs S
-51.7%
+186.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +6.5% | +2.0% | +4.6% | +6.4% |
| 30D | -3.4% | -2.7% | -0.7% | -3.4% |
| 3M | +0.4% | -6.9% | +7.3% | +0.5% |
| 6M | -0.9% | +38.1% | -39.0% | -2.5% |
| YTD | +20.5% | +48.0% | -27.5% | +18.1% |
| 1Y | +23.2% | +34.5% | -11.3% | +21.1% |
| 3Y | +121.6% | +38.3% | +83.3% | +115.9% |
| 5Y | +149.1% | -70.9% | +220.0% | +143.5% |
| All | +135.1% | -51.7% | +186.8% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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