+130.2%
KMI vs SPY
+318.9%
-188.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -2.1% | -2.0% | -0.1% | -0.4% |
| 30D | -1.7% | -1.7% | 0.0% | -0.4% |
| 3M | -1.9% | +4.7% | -6.6% | -6.0% |
| 6M | -4.3% | +12.5% | -16.8% | -14.1% |
| YTD | +15.8% | +11.7% | +4.1% | +4.3% |
| 1Y | +17.6% | +17.5% | +0.1% | +1.1% |
| 3Y | +113.1% | +76.6% | +36.6% | +25.2% |
| 5Y | +154.0% | +82.0% | +72.0% | +42.0% |
| All | +130.2% | +318.9% | -188.7% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling