+150.6%
KMI vs SPY
+82.3%
+68.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.7% |
| 7D | -1.7% | -0.8% | -1.0% | -1.3% |
| 30D | -2.7% | -1.1% | -1.7% | -2.2% |
| 3M | -0.7% | +3.9% | -4.5% | -2.9% |
| 6M | -5.0% | +13.6% | -18.6% | -12.1% |
| YTD | +15.5% | +12.7% | +2.8% | +7.2% |
| 1Y | +16.4% | +17.5% | -1.1% | +5.2% |
| 3Y | +114.2% | +76.9% | +37.3% | +48.6% |
| All | +150.6% | +82.3% | +68.3% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling