+111.8%
KMI vs SM
-33.0%
+144.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +0.9% | +26.3% | -25.4% | -3.8% |
| 3M | 0.0% | +8.7% | -8.7% | -2.3% |
| 6M | -5.7% | +51.7% | -57.4% | -14.4% |
| YTD | +17.5% | +99.0% | -81.6% | +0.7% |
| 1Y | +22.3% | +34.6% | -12.3% | +12.5% |
| 3Y | +111.9% | -7.8% | +119.7% | +102.7% |
| 5Y | +151.8% | +104.8% | +47.1% | +97.3% |
| 10Y | +138.7% | +7.2% | +131.4% | +44.7% |
| All | +111.8% | -33.0% | +144.9% | +18.0% |
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