+121.6%
KMI vs SPG
+135.6%
-13.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +6.5% | +2.0% | +4.6% | +5.9% |
| 30D | -3.4% | +17.2% | -20.7% | -8.0% |
| 3M | +0.4% | +6.3% | -5.9% | -1.5% |
| 6M | -0.9% | +18.7% | -19.6% | -6.3% |
| YTD | +20.5% | +30.1% | -9.6% | +10.0% |
| 1Y | +23.2% | +32.8% | -9.6% | +11.6% |
| 3Y | +121.6% | +133.6% | -12.0% | +62.5% |
| All | +121.6% | +135.6% | -13.9% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling