+150.6%
KMI vs SPYG
+85.2%
+65.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | -2.7% | -1.5% | -1.2% | -2.3% |
| 3M | -0.7% | +3.7% | -4.4% | -2.2% |
| 6M | -5.0% | +16.4% | -21.4% | -10.7% |
| YTD | +15.5% | +13.3% | +2.1% | +9.5% |
| 1Y | +16.4% | +17.9% | -1.4% | +8.4% |
| 3Y | +114.2% | +98.3% | +15.8% | +59.3% |
| All | +150.6% | +85.2% | +65.4% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling