+22.3%
KMI vs SGI
-17.2%
+39.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -0.5% | +8.5% | -9.1% | -0.1% |
| 30D | +0.9% | +0.7% | +0.2% | +1.0% |
| 3M | 0.0% | +0.6% | -0.6% | +0.1% |
| 6M | -5.7% | -17.9% | +12.2% | -4.6% |
| YTD | +17.5% | -21.2% | +38.7% | +19.1% |
| 1Y | +22.3% | -18.9% | +41.1% | +23.8% |
| All | +22.3% | -17.2% | +39.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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