+154.0%
KMI vs SGI
+45.9%
+108.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.1% |
| 7D | -2.1% | -4.9% | +2.8% | -1.5% |
| 30D | -1.7% | +1.6% | -3.3% | -1.9% |
| 3M | -1.9% | -3.2% | +1.3% | -1.9% |
| 6M | -4.3% | -16.0% | +11.7% | -2.9% |
| YTD | +15.8% | -25.4% | +41.2% | +19.3% |
| 1Y | +17.6% | -21.6% | +39.2% | +20.0% |
| 3Y | +113.1% | +52.9% | +60.3% | +94.2% |
| 5Y | +154.0% | +47.5% | +106.5% | +124.9% |
| All | +154.0% | +45.9% | +108.1% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling