+115.7%
KMI vs SPXU
-100.0%
+215.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +2.3% |
| 7D | -0.4% | -1.5% | +1.1% | -0.8% |
| 30D | +3.7% | +3.7% | -0.1% | +4.8% |
| 3M | +3.2% | -9.6% | +12.7% | +0.4% |
| 6M | -3.0% | -32.4% | +29.4% | -12.8% |
| YTD | +19.7% | -28.7% | +48.3% | +9.4% |
| 1Y | +25.6% | -38.2% | +63.8% | +10.7% |
| 3Y | +120.2% | -80.4% | +200.7% | +48.1% |
| 5Y | +160.5% | -86.0% | +246.5% | +78.3% |
| 10Y | +134.8% | -99.5% | +234.3% | -24.0% |
| All | +115.7% | -100.0% | +215.7% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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