+117.2%
KMI vs SBAC
+381.9%
-264.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +6.5% | +0.6% | +5.9% | +6.3% |
| 30D | -3.4% | +5.5% | -8.9% | -5.1% |
| 3M | +0.4% | +3.1% | -2.7% | -0.9% |
| 6M | -0.9% | -7.0% | +6.1% | +0.4% |
| YTD | +20.5% | +0.5% | +20.0% | +17.8% |
| 1Y | +23.2% | +0.2% | +23.0% | +20.5% |
| 3Y | +121.6% | -7.4% | +129.0% | +116.9% |
| 5Y | +149.1% | -39.7% | +188.8% | +177.3% |
| 10Y | +158.3% | +112.5% | +45.7% | +59.1% |
| All | +117.2% | +381.9% | -264.7% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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