+17.6%
KMI vs SN
+41.3%
-23.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.6% |
| 7D | -2.1% | -7.2% | +5.2% | -2.3% |
| 30D | -1.7% | -13.4% | +11.7% | -2.1% |
| 3M | -1.9% | +26.8% | -28.7% | -0.9% |
| 6M | -4.3% | +44.6% | -48.9% | -3.2% |
| YTD | +15.8% | +45.3% | -29.5% | +17.6% |
| 1Y | +17.6% | +40.1% | -22.5% | +25.0% |
| All | +17.6% | +41.3% | -23.7% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling