+130.2%
KMI vs STT
+267.9%
-137.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -2.1% | -1.4% | -0.7% | -1.5% |
| 30D | -1.7% | +2.2% | -3.9% | -2.7% |
| 3M | -1.9% | +18.8% | -20.7% | -9.1% |
| 6M | -4.3% | +57.9% | -62.3% | -21.9% |
| YTD | +15.8% | +51.0% | -35.2% | -4.2% |
| 1Y | +17.6% | +77.1% | -59.6% | -9.6% |
| 3Y | +113.1% | +199.8% | -86.7% | +27.0% |
| 5Y | +154.0% | +156.0% | -2.0% | +53.9% |
| All | +130.2% | +267.9% | -137.7% | +3.1% |
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