+111.9%
KMI vs SPG
+305.5%
-193.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.8% |
| 7D | -1.8% | -1.7% | -0.1% | -1.1% |
| 30D | +0.1% | -6.3% | +6.3% | +2.6% |
| 3M | +1.2% | -2.4% | +3.6% | +1.9% |
| 6M | -3.9% | +9.6% | -13.5% | -7.8% |
| YTD | +17.5% | +14.2% | +3.3% | +10.7% |
| 1Y | +22.6% | +19.3% | +3.3% | +13.4% |
| 3Y | +116.3% | +106.7% | +9.6% | +58.4% |
| 5Y | +157.6% | +104.2% | +53.4% | +85.1% |
| 10Y | +136.6% | +63.7% | +72.9% | +69.0% |
| All | +111.9% | +305.5% | -193.6% | -7.8% |
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