+22.3%
KMI vs STRL
+76.3%
-54.0%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -0.6% |
| 7D | -0.5% | +3.4% | -3.9% | -0.5% |
| 30D | +0.9% | -9.2% | +10.1% | +0.8% |
| 3M | 0.0% | -51.0% | +51.0% | -0.3% |
| 6M | -5.7% | +15.8% | -21.5% | -6.7% |
| YTD | +17.5% | +58.9% | -41.4% | +16.0% |
| 1Y | +22.3% | +68.5% | -46.2% | +21.2% |
| All | +22.3% | +76.3% | -54.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling