+117.9%
KMI vs STT
+443.4%
-325.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +6.0% | +5.1% | +0.9% | +3.9% |
| 30D | -3.4% | -0.2% | -3.2% | -3.4% |
| 3M | +1.8% | -8.1% | +9.9% | +5.1% |
| 6M | +0.4% | +16.6% | -16.2% | -6.4% |
| YTD | +20.8% | +37.8% | -17.0% | +4.1% |
| 1Y | +23.0% | +46.8% | -23.8% | +3.0% |
| 3Y | +123.3% | +181.2% | -57.8% | +38.9% |
| 5Y | +149.8% | +105.1% | +44.7% | +70.0% |
| 10Y | +159.0% | +202.3% | -43.3% | +37.0% |
| All | +117.9% | +443.4% | -325.5% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling