+26.6%
KMI vs SPYG
+10.8%
+15.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -3.9% |
| 7D | -5.2% | -2.8% | -2.5% | -5.8% |
| 30D | +1.2% | -6.2% | +7.4% | +0.1% |
| 3M | +1.3% | -3.6% | +4.9% | +0.7% |
| 6M | -1.1% | +4.8% | -5.9% | -0.5% |
| YTD | +19.0% | +11.0% | +8.0% | +20.2% |
| 1Y | +26.6% | +11.2% | +15.4% | +28.0% |
| All | +26.6% | +10.8% | +15.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling