+144.9%
KMI vs STZ
-28.3%
+173.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | +0.2% | -0.9% | +1.2% | +0.4% |
| 30D | -3.7% | +14.9% | -18.6% | -5.9% |
| 3M | +1.2% | +8.4% | -7.2% | -0.3% |
| 6M | -0.3% | +2.8% | -3.1% | -1.0% |
| YTD | +19.2% | +7.5% | +11.7% | +16.4% |
| 1Y | +21.7% | +12.5% | +9.1% | +17.5% |
| 3Y | +120.4% | -35.4% | +155.8% | +137.2% |
| 5Y | +144.9% | -29.3% | +174.2% | +146.5% |
| All | +144.9% | -28.3% | +173.2% | +146.5% |
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