+119.3%
KMI vs SAN
+254.8%
-135.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +0.2% | +3.4% | -3.2% | 0.0% |
| 30D | -3.7% | -6.3% | +2.6% | -3.2% |
| 3M | +1.2% | -14.1% | +15.3% | +2.2% |
| 6M | -0.3% | +4.2% | -4.4% | -1.0% |
| YTD | +19.2% | +9.0% | +10.2% | +16.9% |
| 1Y | +21.7% | +18.8% | +2.9% | +17.6% |
| All | +119.3% | +254.8% | -135.5% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling