+117.2%
KMI vs SPG
+361.9%
-244.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +6.5% | +2.0% | +4.6% | +5.7% |
| 30D | -3.4% | +17.2% | -20.7% | -9.4% |
| 3M | +0.4% | +6.3% | -5.9% | -2.2% |
| 6M | -0.9% | +18.7% | -19.6% | -7.7% |
| YTD | +20.5% | +30.1% | -9.6% | +7.8% |
| 1Y | +23.2% | +32.8% | -9.6% | +9.3% |
| 3Y | +121.6% | +133.6% | -12.0% | +54.7% |
| 5Y | +149.1% | +84.4% | +64.7% | +86.9% |
| 10Y | +158.3% | +114.3% | +44.0% | +64.3% |
| All | +117.2% | +361.9% | -244.7% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling