+16.4%
KMI vs SIRI
+28.0%
-11.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | -2.7% | +2.5% | -5.2% | -2.7% |
| 3M | -0.7% | +6.6% | -7.3% | -0.9% |
| 6M | -5.0% | +32.9% | -37.8% | -6.9% |
| YTD | +15.5% | +50.5% | -35.0% | +11.4% |
| 1Y | +16.4% | +28.0% | -11.5% | +14.9% |
| All | +16.4% | +28.0% | -11.6% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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