+26.6%
KMI vs SCHG
+5.5%
+21.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -3.8% |
| 7D | -5.2% | -2.5% | -2.7% | -5.8% |
| 30D | +1.2% | -5.4% | +6.7% | +0.1% |
| 3M | +1.3% | -2.2% | +3.5% | +1.0% |
| 6M | -1.1% | +5.2% | -6.3% | -0.1% |
| YTD | +19.0% | +6.8% | +12.2% | +20.7% |
| 1Y | +26.6% | +5.9% | +20.7% | +28.8% |
| All | +26.6% | +5.5% | +21.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling