+111.8%
KMI vs SPY
+667.9%
-556.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | 0.0% | +2.0% | -2.0% | -2.2% |
| 6M | -5.7% | +13.0% | -18.7% | -16.0% |
| YTD | +17.5% | +13.5% | +3.9% | +4.0% |
| 1Y | +22.3% | +20.0% | +2.3% | +2.8% |
| 3Y | +111.9% | +77.2% | +34.7% | +22.8% |
| 5Y | +151.8% | +81.9% | +70.0% | +39.6% |
| 10Y | +138.7% | +314.1% | -175.4% | -40.6% |
| All | +111.8% | +667.9% | -556.1% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling