+154.3%
KMI vs SAN
+270.1%
-115.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | +6.5% | +4.0% | +2.5% | +5.2% |
| 30D | -3.4% | -7.8% | +4.4% | -1.3% |
| 3M | +0.4% | -16.4% | +16.7% | +5.5% |
| 6M | -0.9% | +3.5% | -4.5% | -3.6% |
| YTD | +20.5% | +6.7% | +13.8% | +14.3% |
| 1Y | +23.2% | +14.5% | +8.7% | +13.9% |
| 3Y | +121.6% | +243.5% | -121.9% | +33.4% |
| 5Y | +149.1% | +296.2% | -147.1% | +35.3% |
| All | +154.3% | +270.1% | -115.8% | +31.8% |
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