+111.8%
KMI vs SMTC
+562.9%
-451.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.9% | -2.1% |
| 7D | -0.5% | +12.7% | -13.3% | -2.4% |
| 30D | +0.9% | +22.0% | -21.1% | -2.9% |
| 3M | 0.0% | -12.7% | +12.7% | 0.0% |
| 6M | -5.7% | +64.8% | -70.5% | -16.3% |
| YTD | +17.5% | +100.7% | -83.2% | +0.2% |
| 1Y | +22.3% | +146.9% | -124.6% | -0.4% |
| 3Y | +111.9% | +456.8% | -344.9% | +31.0% |
| 5Y | +151.8% | +89.2% | +62.6% | +91.9% |
| 10Y | +138.7% | +426.9% | -288.2% | +28.3% |
| All | +111.8% | +562.9% | -451.1% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling