+155.6%
KMI vs STT
+203.9%
-48.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.7% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -3.7% | -0.4% | -3.2% | -3.6% |
| 3M | +1.2% | -6.5% | +7.7% | +3.8% |
| 6M | -0.3% | +17.2% | -17.4% | -7.3% |
| YTD | +19.2% | +38.2% | -19.0% | +2.2% |
| 1Y | +21.7% | +49.3% | -27.6% | +0.7% |
| 3Y | +120.4% | +181.9% | -61.5% | +34.7% |
| 5Y | +144.9% | +106.9% | +38.0% | +64.4% |
| 10Y | +155.6% | +203.1% | -47.5% | +26.0% |
| All | +155.6% | +203.9% | -48.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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