+122.2%
KMI vs STLA
-76.9%
+199.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.4% | +1.5% |
| 7D | +6.0% | -13.1% | +19.1% | +6.3% |
| 30D | -3.4% | -13.3% | +9.9% | -3.1% |
| 3M | +1.8% | -27.9% | +29.6% | +2.6% |
| 6M | +0.4% | -47.8% | +48.3% | +2.4% |
| YTD | +20.8% | -64.6% | +85.4% | +25.6% |
| 1Y | +23.0% | -64.0% | +87.0% | +27.5% |
| All | +122.2% | -76.9% | +199.1% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling