+130.2%
KMI vs STZ
-10.3%
+140.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.3% | -2.1% |
| 7D | -2.1% | -4.1% | +2.0% | -0.8% |
| 30D | -1.7% | -7.6% | +5.9% | +0.8% |
| 3M | -1.9% | -12.3% | +10.4% | +2.2% |
| 6M | -4.3% | -16.3% | +12.0% | +0.8% |
| YTD | +15.8% | -8.4% | +24.2% | +17.1% |
| 1Y | +17.6% | -10.8% | +28.4% | +19.6% |
| 3Y | +113.1% | -49.0% | +162.1% | +163.5% |
| 5Y | +154.0% | -36.5% | +190.5% | +179.1% |
| All | +130.2% | -10.3% | +140.5% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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