+16.4%
KMI vs SGI
-21.0%
+37.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.2% |
| 7D | -1.7% | -4.5% | +2.7% | -1.9% |
| 30D | -2.7% | +4.2% | -6.9% | -2.5% |
| 3M | -0.7% | -7.4% | +6.8% | -0.8% |
| 6M | -5.0% | -15.1% | +10.1% | -4.5% |
| YTD | +15.5% | -24.7% | +40.2% | +16.7% |
| 1Y | +16.4% | -21.8% | +38.2% | +17.4% |
| All | +16.4% | -21.0% | +37.4% | +17.4% |
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