+120.2%
KMI vs STRL
+531.3%
-411.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.7% |
| 7D | -0.4% | +10.1% | -10.5% | -0.9% |
| 30D | +3.7% | -8.2% | +11.9% | +4.1% |
| 3M | +3.2% | -43.7% | +46.9% | +6.3% |
| 6M | -3.0% | +27.1% | -30.1% | -8.4% |
| YTD | +19.7% | +64.0% | -44.3% | +9.4% |
| 1Y | +25.6% | +75.2% | -49.5% | +12.2% |
| 3Y | +120.2% | +539.9% | -419.7% | +68.9% |
| All | +120.2% | +531.3% | -411.1% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling