+160.5%
KMI vs STT
+150.3%
+10.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.2% |
| 7D | -0.4% | +2.2% | -2.6% | -1.0% |
| 30D | +3.7% | +3.9% | -0.2% | +2.5% |
| 3M | +3.2% | +19.2% | -16.0% | -1.9% |
| 6M | -3.0% | +60.4% | -63.4% | -15.6% |
| YTD | +19.7% | +51.5% | -31.8% | +5.5% |
| 1Y | +25.6% | +76.3% | -50.7% | +5.3% |
| 3Y | +120.2% | +200.7% | -80.5% | +54.5% |
| 5Y | +160.5% | +157.5% | +3.0% | +77.0% |
| All | +160.5% | +150.3% | +10.2% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling