+132.6%
KMI vs SNAP
-76.3%
+208.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | -1.7% | +3.8% | -5.6% | -2.0% |
| 30D | -2.7% | +9.2% | -12.0% | -3.4% |
| 3M | -0.7% | +6.6% | -7.2% | -1.4% |
| 6M | -5.0% | +16.9% | -21.8% | -6.6% |
| YTD | +15.5% | -29.6% | +45.1% | +17.1% |
| 1Y | +16.4% | -22.1% | +38.5% | +17.0% |
| 3Y | +114.2% | -39.8% | +154.0% | +112.2% |
| 5Y | +153.3% | -92.4% | +245.6% | +176.4% |
| All | +132.6% | -76.3% | +208.9% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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