+111.9%
KMI vs SPYG
+891.7%
-779.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -1.8% | +0.3% | -2.1% | -2.0% |
| 30D | +0.1% | -1.7% | +1.8% | +1.1% |
| 3M | +1.2% | +3.6% | -2.5% | -1.9% |
| 6M | -3.9% | +16.6% | -20.5% | -14.4% |
| YTD | +17.5% | +13.4% | +4.2% | +6.3% |
| 1Y | +22.6% | +19.6% | +3.1% | +6.6% |
| 3Y | +116.3% | +99.8% | +16.5% | +26.9% |
| 5Y | +157.6% | +85.0% | +72.7% | +55.2% |
| 10Y | +136.6% | +422.1% | -285.5% | -44.7% |
| All | +111.9% | +891.7% | -779.8% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling