+121.9%
KMI vs SFM
+90.5%
+31.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +2.5% |
| 7D | -0.4% | -5.8% | +5.4% | +0.2% |
| 30D | +3.7% | -11.4% | +15.0% | +4.9% |
| 3M | +3.2% | -12.2% | +15.4% | +4.3% |
| 6M | -3.0% | -5.2% | +2.2% | -3.1% |
| YTD | +19.7% | -4.5% | +24.1% | +19.2% |
| 1Y | +25.6% | -45.4% | +71.0% | +35.3% |
| All | +121.9% | +90.5% | +31.5% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling