+111.8%
KMI vs SW
+596.8%
-485.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 6M | -5.7% | +3.5% | -9.2% | -6.2% |
| YTD | +17.5% | +22.0% | -4.5% | +15.5% |
| 1Y | +22.3% | +2.2% | +20.1% | +21.4% |
| 3Y | +111.9% | +19.6% | +92.3% | +106.7% |
| 5Y | +151.8% | -2.3% | +154.2% | +144.6% |
| 10Y | +138.7% | +181.4% | -42.7% | +115.2% |
| All | +111.8% | +596.8% | -485.0% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling