+117.2%
KMI vs STLA
+13.0%
+104.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | +6.5% | -13.8% | +20.3% | +9.2% |
| 30D | -3.4% | -10.5% | +7.1% | -1.9% |
| 3M | +0.4% | -28.9% | +29.2% | +5.7% |
| 6M | -0.9% | -49.7% | +48.8% | +10.6% |
| YTD | +20.5% | -64.9% | +85.4% | +41.9% |
| 1Y | +23.2% | -64.0% | +87.2% | +43.9% |
| 3Y | +121.6% | -77.4% | +199.0% | +174.6% |
| 5Y | +149.1% | -74.4% | +223.5% | +193.1% |
| 10Y | +158.3% | -6.4% | +164.6% | +133.6% |
| All | +117.2% | +13.0% | +104.3% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling