+120.2%
KMI vs SNAP
-43.9%
+164.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +1.9% |
| 7D | -0.4% | +1.5% | -1.9% | -0.4% |
| 30D | +3.7% | +1.9% | +1.8% | +3.6% |
| 3M | +3.2% | -3.9% | +7.1% | +3.2% |
| 6M | -3.0% | +5.2% | -8.2% | -3.4% |
| YTD | +19.7% | -32.7% | +52.4% | +21.4% |
| 1Y | +25.6% | -24.8% | +50.4% | +26.6% |
| 3Y | +120.2% | -42.2% | +162.4% | +110.0% |
| All | +120.2% | -43.9% | +164.1% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling