+154.3%
KMI vs STZ
+13.4%
+140.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +6.5% | +2.6% | +4.0% | +5.6% |
| 30D | -3.4% | +15.2% | -18.6% | -8.4% |
| 3M | +0.4% | +7.6% | -7.3% | -2.8% |
| 6M | -0.9% | +5.3% | -6.2% | -3.6% |
| YTD | +20.5% | +8.6% | +11.8% | +14.2% |
| 1Y | +23.2% | +15.6% | +7.6% | +13.7% |
| 3Y | +121.6% | -35.2% | +156.8% | +150.4% |
| 5Y | +149.1% | -29.1% | +178.2% | +164.7% |
| All | +154.3% | +13.4% | +140.9% | +108.7% |
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