+26.6%
KMI vs SM
+70.4%
-43.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.3% | +11.2% | -2.1% |
| 7D | -5.2% | -21.5% | +16.2% | -2.4% |
| 30D | +1.2% | -11.4% | +12.6% | +3.0% |
| 3M | +1.3% | +0.6% | +0.7% | +1.2% |
| 6M | -1.1% | +0.2% | -1.4% | -1.4% |
| YTD | +19.0% | +69.7% | -50.7% | +13.1% |
| 1Y | +26.6% | +71.6% | -45.0% | +19.8% |
| All | +26.6% | +70.4% | -43.8% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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