+157.6%
KMI vs SAN
+384.1%
-226.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +0.1% | -0.1% | +0.1% | 0.0% |
| 3M | +1.2% | +19.6% | -18.5% | -2.2% |
| 6M | -3.9% | +32.7% | -36.6% | -9.3% |
| YTD | +17.5% | +26.7% | -9.2% | +11.3% |
| 1Y | +22.6% | +51.6% | -29.0% | +11.6% |
| 3Y | +116.3% | +348.7% | -232.5% | +51.4% |
| 5Y | +157.6% | +378.7% | -221.1% | +70.7% |
| All | +157.6% | +384.1% | -226.5% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling