+130.2%
KMI vs STLA
+51.6%
+78.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.1% | -3.8% | +1.8% | -1.2% |
| 30D | -1.7% | -3.1% | +1.4% | -1.3% |
| 3M | -1.9% | -19.6% | +17.7% | +2.4% |
| 6M | -4.3% | -23.5% | +19.1% | 0.0% |
| YTD | +15.8% | -51.5% | +67.3% | +33.4% |
| 1Y | +17.6% | -39.7% | +57.2% | +26.3% |
| 3Y | +113.1% | -66.3% | +179.4% | +156.4% |
| 5Y | +154.0% | -63.1% | +217.1% | +186.1% |
| All | +130.2% | +51.6% | +78.6% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling