+26.6%
KMI vs SPG
+34.3%
-7.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.2% |
| 7D | -5.2% | +8.2% | -13.4% | -5.7% |
| 30D | +1.2% | +13.5% | -12.2% | +0.3% |
| 3M | +1.3% | +2.2% | -0.9% | +1.0% |
| 6M | -1.1% | +15.9% | -17.0% | -1.7% |
| YTD | +19.0% | +27.6% | -8.6% | +18.5% |
| 1Y | +26.6% | +30.9% | -4.4% | +25.4% |
| All | +26.6% | +34.3% | -7.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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