+114.5%
KMI vs SW
+587.1%
-472.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -4.3% |
| 7D | -5.2% | +12.1% | -17.3% | -5.9% |
| 30D | +1.2% | +6.6% | -5.3% | +0.8% |
| 3M | +1.3% | -6.0% | +7.4% | +1.6% |
| 6M | -1.1% | +21.5% | -22.6% | -2.6% |
| YTD | +19.0% | +20.3% | -1.3% | +16.9% |
| 1Y | +26.6% | +28.1% | -1.6% | +23.9% |
| 3Y | +114.3% | +51.6% | +62.7% | +106.2% |
| 5Y | +144.9% | -0.1% | +145.1% | +137.6% |
| 10Y | +165.0% | +189.7% | -24.7% | +138.7% |
| All | +114.5% | +587.1% | -472.6% | +81.4% |
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