+157.6%
KMI vs STLA
-63.2%
+220.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -1.8% | +0.4% | -2.1% | -1.8% |
| 30D | +0.1% | -5.2% | +5.3% | +0.5% |
| 3M | +1.2% | -24.9% | +26.0% | +4.2% |
| 6M | -3.9% | -25.2% | +21.3% | -1.5% |
| YTD | +17.5% | -51.4% | +68.9% | +26.9% |
| 1Y | +22.6% | -40.7% | +63.3% | +27.4% |
| 3Y | +116.3% | -66.3% | +182.5% | +141.4% |
| 5Y | +157.6% | -63.2% | +220.8% | +171.1% |
| All | +157.6% | -63.2% | +220.8% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling