+117.9%
KMI vs STZ
+775.0%
-657.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -3.4% | +14.7% | -18.1% | -7.1% |
| 3M | +1.8% | +8.8% | -7.0% | -1.0% |
| 6M | +0.4% | +3.1% | -2.6% | -1.0% |
| YTD | +20.8% | +7.9% | +12.9% | +16.6% |
| 1Y | +23.0% | +14.2% | +8.8% | +16.6% |
| 3Y | +123.3% | -35.2% | +158.5% | +143.5% |
| 5Y | +149.8% | -29.6% | +179.4% | +163.4% |
| 10Y | +159.0% | +12.2% | +146.8% | +136.7% |
| All | +117.9% | +775.0% | -657.2% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling