+154.7%
KMI vs SW
-2.3%
+157.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -0.5% | -5.1% | +4.6% | -0.2% |
| 30D | +0.9% | -4.6% | +5.5% | +1.1% |
| 3M | 0.0% | +9.4% | -9.4% | -0.8% |
| 6M | -5.7% | +3.5% | -9.2% | -6.2% |
| YTD | +17.5% | +22.0% | -4.5% | +15.3% |
| 1Y | +22.3% | +2.2% | +20.1% | +21.5% |
| 3Y | +111.9% | +19.6% | +92.3% | +106.7% |
| All | +154.7% | -2.3% | +157.0% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling