+130.2%
KMI vs SAN
+347.0%
-216.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.2% |
| 30D | -1.7% | -0.5% | -1.1% | -1.6% |
| 3M | -1.9% | +22.7% | -24.6% | -8.7% |
| 6M | -4.3% | +28.8% | -33.1% | -13.2% |
| YTD | +15.8% | +26.3% | -10.5% | +4.8% |
| 1Y | +17.6% | +48.8% | -31.3% | +0.1% |
| 3Y | +113.1% | +347.2% | -234.1% | +17.3% |
| 5Y | +154.0% | +383.8% | -229.8% | +29.0% |
| All | +130.2% | +347.0% | -216.8% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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