+150.6%
KMI vs SITM
+187.3%
-36.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.7% |
| 7D | -1.7% | +3.9% | -5.6% | -2.0% |
| 30D | -2.7% | -6.6% | +3.9% | -2.4% |
| 3M | -0.7% | -11.9% | +11.2% | -0.6% |
| 6M | -5.0% | +81.1% | -86.1% | -10.8% |
| YTD | +15.5% | +80.0% | -64.5% | +7.8% |
| 1Y | +16.4% | +145.8% | -129.4% | +5.1% |
| 3Y | +114.2% | +475.9% | -361.7% | +72.9% |
| All | +150.6% | +187.3% | -36.7% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling