+108.8%
KMI vs SPG
+305.8%
-197.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -2.1% | -2.2% | +0.1% | -1.2% |
| 30D | -1.7% | -5.8% | +4.1% | +0.6% |
| 3M | -1.9% | -2.8% | +0.9% | -1.0% |
| 6M | -4.3% | +8.9% | -13.2% | -8.0% |
| YTD | +15.8% | +14.3% | +1.5% | +9.1% |
| 1Y | +17.6% | +19.5% | -1.9% | +8.7% |
| 3Y | +113.1% | +106.9% | +6.3% | +56.1% |
| 5Y | +154.0% | +108.7% | +45.3% | +81.0% |
| 10Y | +133.1% | +63.8% | +69.3% | +66.4% |
| All | +108.8% | +305.8% | -197.0% | -9.2% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling