+19.3%
KMI vs S
+8.0%
+11.3%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -1.8% | -1.2% | -0.5% | -1.8% |
| 30D | +0.1% | -12.6% | +12.6% | 0.0% |
| 3M | +1.2% | +27.6% | -26.4% | +1.9% |
| 6M | -3.9% | +35.5% | -39.4% | -2.4% |
| YTD | +17.5% | +29.6% | -12.1% | +19.3% |
| All | +19.3% | +8.0% | +11.3% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling