+160.5%
KMI vs STZ
-36.5%
+197.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.5% | +2.8% |
| 7D | -0.4% | -7.4% | +7.0% | +0.9% |
| 30D | +3.7% | -10.9% | +14.5% | +5.7% |
| 3M | +3.2% | -13.4% | +16.6% | +5.7% |
| 6M | -3.0% | -16.2% | +13.2% | -0.3% |
| YTD | +19.7% | -10.4% | +30.1% | +20.6% |
| 1Y | +25.6% | -14.8% | +40.4% | +27.7% |
| 3Y | +120.2% | -50.1% | +170.4% | +152.9% |
| 5Y | +160.5% | -38.8% | +199.3% | +162.5% |
| All | +160.5% | -36.5% | +197.0% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling