+101.5%
KMI vs SN
+681.9%
-580.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.9% |
| 7D | -6.5% | +7.6% | -14.2% | -6.9% |
| 30D | -5.1% | +24.1% | -29.1% | -6.2% |
| 3M | 0.0% | +23.7% | -23.7% | -1.2% |
| 6M | -0.9% | +105.5% | -106.4% | -5.1% |
| YTD | +15.4% | +105.1% | -89.7% | +10.2% |
| 1Y | +19.5% | +148.3% | -128.8% | +12.4% |
| 3Y | +116.3% | +438.7% | -322.4% | +92.5% |
| All | +101.5% | +681.9% | -580.5% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling