+117.2%
KMI vs SM
-39.9%
+157.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | +9.4% | -2.8% | +4.6% |
| 30D | -3.4% | -14.4% | +10.9% | -0.7% |
| 3M | +0.4% | +1.6% | -1.2% | -0.5% |
| 6M | -0.9% | +6.3% | -7.3% | -3.4% |
| YTD | +20.5% | +78.8% | -58.3% | +5.0% |
| 1Y | +23.2% | +83.1% | -60.0% | +6.7% |
| 3Y | +121.6% | -5.9% | +127.5% | +110.4% |
| 5Y | +149.1% | +4.8% | +144.3% | +122.2% |
| 10Y | +158.3% | +17.5% | +140.7% | +52.7% |
| All | +117.2% | -39.9% | +157.1% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling