+111.8%
KMI vs STRL
+3,788.8%
-3,677.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -1.4% |
| 7D | -0.5% | +3.4% | -3.9% | -1.0% |
| 30D | +0.9% | -9.2% | +10.1% | +2.0% |
| 3M | 0.0% | -51.0% | +51.0% | +8.6% |
| 6M | -5.7% | +15.8% | -21.5% | -12.5% |
| YTD | +17.5% | +58.9% | -41.4% | +3.2% |
| 1Y | +22.3% | +68.5% | -46.2% | +4.9% |
| 3Y | +111.9% | +485.2% | -373.3% | +41.3% |
| 5Y | +151.8% | +2,005.1% | -1,853.3% | +31.3% |
| 10Y | +138.7% | +7,118.0% | -6,979.3% | -0.8% |
| All | +111.8% | +3,788.8% | -3,677.0% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling