+117.2%
KMI vs SAN
+141.7%
-24.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | +0.4% | -16.4% | +16.7% | +5.3% |
| 6M | -0.9% | +3.5% | -4.5% | -3.4% |
| YTD | +20.5% | +6.7% | +13.8% | +14.7% |
| 1Y | +23.2% | +14.5% | +8.7% | +14.5% |
| 3Y | +121.6% | +243.5% | -121.9% | +39.6% |
| 5Y | +149.1% | +296.2% | -147.1% | +43.5% |
| 10Y | +158.3% | +268.5% | -110.2% | +41.8% |
| All | +117.2% | +141.7% | -24.5% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling