+129.5%
KMI vs SMTC
+548.2%
-418.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.0% |
| 7D | -1.7% | +13.1% | -14.8% | -3.4% |
| 30D | -2.7% | +19.5% | -22.2% | -5.6% |
| 3M | -0.7% | +2.2% | -2.9% | -2.6% |
| 6M | -5.0% | +94.9% | -99.8% | -16.5% |
| YTD | +15.5% | +127.0% | -111.5% | -1.4% |
| 1Y | +16.4% | +174.6% | -158.1% | -4.4% |
| 3Y | +114.2% | +615.9% | -501.8% | +32.7% |
| 5Y | +153.3% | +125.6% | +27.6% | +96.5% |
| All | +129.5% | +548.2% | -418.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling