+171.3%
SAP vs KMI
+137.5%
+33.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.1% |
| 7D | -5.1% | -2.1% | -3.0% | -4.6% |
| 30D | -1.8% | -1.7% | -0.1% | -1.5% |
| 3M | +20.9% | -1.9% | +22.8% | +21.2% |
| 6M | +7.0% | -4.3% | +11.3% | +7.8% |
| YTD | -13.7% | +15.8% | -29.5% | -18.2% |
| 1Y | -19.6% | +17.6% | -37.2% | -24.2% |
| 3Y | +52.4% | +113.1% | -60.7% | +17.6% |
| 5Y | +54.4% | +154.0% | -99.6% | +11.4% |
| All | +171.3% | +137.5% | +33.8% | +96.0% |
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