+66.3%
KMI vs SPMO
+562.6%
-496.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -0.5% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -1.7% | -0.7% | -1.0% | -1.4% |
| 3M | -1.9% | +2.8% | -4.7% | -4.7% |
| 6M | -4.3% | +24.4% | -28.8% | -17.7% |
| YTD | +15.8% | +24.2% | -8.4% | -0.5% |
| 1Y | +17.6% | +24.5% | -6.9% | +0.6% |
| 3Y | +113.1% | +155.6% | -42.5% | +13.5% |
| 5Y | +154.0% | +148.2% | +5.8% | +36.9% |
| 10Y | +133.1% | +514.8% | -381.7% | -11.9% |
| All | +66.3% | +562.6% | -496.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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