+118.0%
KMI vs SGI
+55.1%
+62.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -1.8% | +0.6% | -2.4% | -1.8% |
| 30D | +0.1% | +5.5% | -5.5% | -0.4% |
| 3M | +1.2% | -3.6% | +4.8% | +1.3% |
| 6M | -3.9% | -15.0% | +11.1% | -2.5% |
| YTD | +17.5% | -23.0% | +40.6% | +20.6% |
| 1Y | +22.6% | -18.4% | +41.1% | +24.4% |
| All | +118.0% | +55.1% | +62.9% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling