+108.2%
KMI vs SNY
+142.8%
-34.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | -3.3% | +1.6% | -0.8% |
| 30D | -2.7% | -2.2% | -0.6% | -2.2% |
| 3M | -0.7% | -3.0% | +2.4% | -0.1% |
| 6M | -5.0% | +2.7% | -7.7% | -6.2% |
| YTD | +15.5% | -6.8% | +22.3% | +17.1% |
| 1Y | +16.4% | -5.3% | +21.7% | +17.1% |
| 3Y | +114.2% | -9.8% | +123.9% | +112.7% |
| 5Y | +153.3% | +9.7% | +143.6% | +129.4% |
| 10Y | +132.4% | +64.5% | +67.9% | +78.9% |
| All | +108.2% | +142.8% | -34.6% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling