+120.2%
KMI vs STLA
-65.4%
+185.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.0% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | +3.7% | -2.4% | +6.0% | +3.8% |
| 3M | +3.2% | -23.9% | +27.0% | +4.3% |
| 6M | -3.0% | -24.6% | +21.6% | -2.1% |
| YTD | +19.7% | -50.5% | +70.2% | +23.8% |
| 1Y | +25.6% | -39.8% | +65.5% | +27.3% |
| 3Y | +120.2% | -65.6% | +185.8% | +126.6% |
| All | +120.2% | -65.4% | +185.6% | +126.6% |
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