-21.6%
SAP vs KMI
+22.7%
-44.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.4% |
| 7D | -0.3% | -1.8% | +1.5% | -0.5% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +16.9% | +1.2% | +15.7% | +16.8% |
| 6M | +6.3% | -3.9% | +10.2% | +6.2% |
| YTD | -12.4% | +17.5% | -29.9% | -12.3% |
| 1Y | -21.6% | +22.6% | -44.3% | -21.1% |
| All | -21.6% | +22.7% | -44.3% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling