+136.6%
KMI vs STRL
+7,055.3%
-6,918.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -1.8% | +8.2% | -10.0% | -2.9% |
| 30D | +0.1% | -6.3% | +6.4% | +0.8% |
| 3M | +1.2% | -41.2% | +42.4% | +8.0% |
| 6M | -3.9% | +20.4% | -24.3% | -12.9% |
| YTD | +17.5% | +61.7% | -44.2% | +0.1% |
| 1Y | +22.6% | +72.7% | -50.1% | +1.1% |
| 3Y | +116.3% | +530.9% | -414.6% | +27.1% |
| 5Y | +157.6% | +2,125.4% | -1,967.8% | +7.4% |
| 10Y | +136.6% | +7,301.3% | -7,164.8% | -29.4% |
| All | +136.6% | +7,055.3% | -6,918.8% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling