+120.2%
KMI vs SAN
+356.8%
-236.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -0.4% | +3.3% | -3.7% | -0.6% |
| 30D | +3.7% | +1.1% | +2.6% | +3.6% |
| 3M | +3.2% | +22.2% | -19.0% | +1.2% |
| 6M | -3.0% | +36.0% | -39.0% | -6.3% |
| YTD | +19.7% | +28.2% | -8.6% | +15.9% |
| 1Y | +25.6% | +54.1% | -28.5% | +17.8% |
| 3Y | +120.2% | +354.2% | -234.0% | +70.4% |
| All | +120.2% | +356.8% | -236.6% | +70.4% |
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 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