+26.6%
KMI vs SITM
+47.5%
-20.9%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.4% | +5.2% | -4.1% |
| 7D | -5.2% | -19.5% | +14.3% | -5.2% |
| 30D | +1.2% | -43.2% | +44.4% | +1.3% |
| 3M | +1.3% | -30.8% | +32.2% | +1.3% |
| 6M | -1.1% | -28.6% | +27.4% | -1.3% |
| YTD | +19.0% | +14.2% | +4.8% | +18.2% |
| 1Y | +26.6% | +44.4% | -17.8% | +25.2% |
| All | +26.6% | +47.5% | -20.9% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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