+106.1%
KMI vs SW
+39.0%
+67.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | -10.8% | +2.3% | -13.1% | -10.8% |
| 30D | -5.0% | +6.8% | -11.8% | -5.3% |
| 3M | -3.4% | -5.2% | +1.8% | -3.2% |
| 6M | -3.4% | +7.4% | -10.8% | -4.0% |
| YTD | +13.1% | +17.4% | -4.3% | +11.0% |
| 1Y | +19.0% | +27.1% | -8.1% | +15.8% |
| 3Y | +106.1% | +47.9% | +58.3% | +101.1% |
| All | +106.1% | +39.0% | +67.1% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling