+121.6%
KMI vs STT
+182.6%
-61.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +6.5% | +4.8% | +1.8% | +5.4% |
| 30D | -3.4% | +3.9% | -7.4% | -4.3% |
| 3M | +0.4% | -8.2% | +8.5% | +2.2% |
| 6M | -0.9% | +15.6% | -16.5% | -4.7% |
| YTD | +20.5% | +37.6% | -17.1% | +9.6% |
| 1Y | +23.2% | +50.1% | -26.9% | +8.7% |
| 3Y | +121.6% | +183.1% | -61.4% | +53.0% |
| All | +121.6% | +182.6% | -61.0% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling