+144.9%
KMI vs SM
-0.4%
+145.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.3% | +0.1% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -3.7% | -17.3% | +13.7% | 0.0% |
| 3M | +1.2% | -3.6% | +4.8% | +1.3% |
| 6M | -0.3% | +2.9% | -3.2% | -2.3% |
| YTD | +19.2% | +70.2% | -51.0% | +3.3% |
| 1Y | +21.7% | +66.5% | -44.8% | +5.7% |
| 3Y | +120.4% | -8.2% | +128.6% | +109.7% |
| 5Y | +144.9% | -1.5% | +146.4% | +120.4% |
| All | +144.9% | -0.4% | +145.3% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling