+37.6%
SAP vs KMI
+1.6%
+36.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.5% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +7.5% | -3.7% | +11.1% | +6.3% |
| 3M | +11.6% | +1.2% | +10.4% | +12.2% |
| 6M | +37.6% | -0.3% | +37.9% | +37.9% |
| All | +37.6% | +1.6% | +36.0% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling