+130.2%
KMI vs SPG
+64.3%
+65.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +0.5% |
| 3M | -1.9% | -2.8% | +0.9% | -1.0% |
| 6M | -4.3% | +8.9% | -13.2% | -7.8% |
| YTD | +15.8% | +14.3% | +1.5% | +9.3% |
| 1Y | +17.6% | +19.5% | -1.9% | +9.0% |
| 3Y | +113.1% | +106.9% | +6.3% | +57.8% |
| 5Y | +154.0% | +108.7% | +45.3% | +83.1% |
| All | +130.2% | +64.3% | +65.9% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling