+101.6%
KMI vs SN
+447.8%
-346.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.7% | -7.3% | +5.5% | -1.3% |
| 30D | -2.7% | -13.6% | +10.9% | -2.0% |
| 3M | -0.7% | +18.6% | -19.3% | -1.8% |
| 6M | -5.0% | +46.0% | -50.9% | -7.4% |
| YTD | +15.5% | +43.7% | -28.2% | +12.5% |
| 1Y | +16.4% | +39.2% | -22.7% | +13.6% |
| 3Y | +114.2% | +306.5% | -192.3% | +94.1% |
| All | +101.6% | +447.8% | -346.2% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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