+144.9%
KMI vs STT
+109.1%
+35.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 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% | +2.9% |
| 6M | -0.3% | +17.2% | -17.4% | -4.8% |
| YTD | +19.2% | +38.2% | -19.0% | +7.9% |
| 1Y | +21.7% | +49.3% | -27.6% | +7.5% |
| 3Y | +120.4% | +181.9% | -61.5% | +58.6% |
| 5Y | +144.9% | +106.9% | +38.0% | +82.0% |
| All | +144.9% | +109.1% | +35.8% | +82.0% |
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