+577.6%
SCHW vs KMI
+103.9%
+473.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -1.7% | -0.1% | -1.2% |
| 30D | -1.6% | -2.7% | +1.1% | -0.7% |
| 3M | +21.3% | -0.7% | +21.9% | +21.1% |
| 6M | +16.5% | -5.0% | +21.5% | +18.1% |
| YTD | +8.4% | +15.5% | -7.1% | +0.9% |
| 1Y | +15.6% | +16.4% | -0.8% | +7.0% |
| 3Y | +86.8% | +114.2% | -27.3% | +31.4% |
| 5Y | +60.5% | +153.3% | -92.7% | +4.4% |
| 10Y | +297.7% | +132.4% | +165.3% | +156.5% |
| All | +577.6% | +103.9% | +473.7% | +320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling