+110.4%
KMI vs SN
+671.3%
-560.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.4% |
| 7D | +6.5% | +1.5% | +5.0% | +6.5% |
| 30D | -3.4% | +21.5% | -24.9% | -4.4% |
| 3M | +0.4% | +20.0% | -19.7% | -0.7% |
| 6M | -0.9% | +119.9% | -120.9% | -5.6% |
| YTD | +20.5% | +102.3% | -81.8% | +15.2% |
| 1Y | +23.2% | +148.0% | -124.8% | +15.8% |
| 3Y | +121.6% | +450.0% | -328.4% | +97.2% |
| All | +110.4% | +671.3% | -560.9% | +87.1% |
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