+229.3%
SAP vs KMI
+143.2%
+86.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +7.5% | -3.7% | +11.1% | +8.3% |
| 3M | +11.6% | +1.2% | +10.4% | +10.7% |
| 6M | +37.6% | -0.3% | +37.9% | +36.7% |
| YTD | -2.0% | +19.2% | -21.2% | -8.1% |
| 1Y | -6.4% | +21.7% | -28.1% | -12.9% |
| 3Y | +67.7% | +120.4% | -52.7% | +27.6% |
| 5Y | +75.7% | +144.9% | -69.2% | +27.7% |
| 10Y | +229.3% | +155.6% | +73.7% | +128.4% |
| All | +229.3% | +143.2% | +86.1% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 10y: compounded portfolio wealth divided by compounded KMI 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…
10y analysis · Full analysis span regression · 6 months rolling