+130.2%
KMI vs SFM
+268.6%
-138.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.3% |
| 7D | -2.1% | -8.8% | +6.7% | -1.0% |
| 30D | -1.7% | -14.5% | +12.8% | +0.2% |
| 3M | -1.9% | -16.8% | +15.0% | +0.1% |
| 6M | -4.3% | -5.3% | +1.0% | -4.5% |
| YTD | +15.8% | -9.4% | +25.2% | +16.1% |
| 1Y | +17.6% | -46.2% | +63.7% | +26.0% |
| 3Y | +113.1% | +81.3% | +31.9% | +90.1% |
| 5Y | +154.0% | +211.9% | -57.9% | +104.9% |
| All | +130.2% | +268.6% | -138.4% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling