+56.5%
SAP vs KMI
+121.9%
-65.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.9% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +2.6% | +3.7% | -1.1% | +2.1% |
| 3M | +16.3% | +3.2% | +13.1% | +15.6% |
| 6M | +6.4% | -3.0% | +9.4% | +6.7% |
| YTD | -11.4% | +19.7% | -31.1% | -14.5% |
| 1Y | -20.4% | +25.6% | -46.0% | -24.1% |
| 3Y | +56.5% | +120.2% | -63.7% | +43.9% |
| All | +56.5% | +121.9% | -65.4% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling