+131.1%
KMI vs SITM
+4,437.5%
-4,306.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -1.8% | +3.7% | -5.5% | -2.1% |
| 30D | +0.1% | -14.5% | +14.6% | +1.4% |
| 3M | +1.2% | -10.6% | +11.7% | +1.0% |
| 6M | -3.9% | +65.5% | -69.4% | -11.5% |
| YTD | +17.5% | +67.0% | -49.5% | +7.3% |
| 1Y | +22.6% | +138.6% | -116.0% | +6.2% |
| 3Y | +116.3% | +421.8% | -305.5% | +60.2% |
| 5Y | +157.6% | +172.4% | -14.8% | +90.2% |
| All | +131.1% | +4,437.5% | -4,306.4% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling