+136.6%
KMI vs STRL
+916.0%
-779.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +15.0% | -12.9% | +0.8% |
| 7D | -6.5% | -13.3% | +6.8% | -5.7% |
| 30D | -5.1% | -43.3% | +38.3% | -1.0% |
| 3M | 0.0% | -46.9% | +46.8% | +4.5% |
| 6M | -0.9% | -65.6% | +64.7% | +6.6% |
| YTD | +15.4% | -5.1% | +20.5% | +7.6% |
| 1Y | +19.5% | -23.1% | +42.6% | +14.1% |
| 3Y | +116.3% | +346.8% | -230.5% | +50.6% |
| 5Y | +136.6% | +907.2% | -770.6% | +28.0% |
| All | +136.6% | +916.0% | -779.4% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling