+114.8%
KMI vs SM
-0.7%
+115.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -2.1% | +2.1% | -4.2% | -2.4% |
| 30D | -1.7% | +18.1% | -19.8% | -4.3% |
| 3M | -1.9% | +17.0% | -18.9% | -4.7% |
| 6M | -4.3% | +55.4% | -59.8% | -11.7% |
| YTD | +15.8% | +108.6% | -92.7% | +1.3% |
| 1Y | +17.6% | +45.7% | -28.1% | +9.2% |
| All | +114.8% | -0.7% | +115.5% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling