+273.5%
SHW vs KMI
+137.5%
+136.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -4.5% | -2.1% | -2.4% | -3.9% |
| 30D | -12.7% | -1.7% | -11.0% | -12.4% |
| 3M | +4.7% | -1.9% | +6.6% | +4.9% |
| 6M | -3.4% | -4.3% | +0.9% | -2.7% |
| YTD | -1.3% | +15.8% | -17.1% | -6.7% |
| 1Y | -10.4% | +17.6% | -27.9% | -15.8% |
| 3Y | +20.1% | +113.1% | -93.0% | -9.1% |
| 5Y | +10.5% | +154.0% | -143.5% | -22.4% |
| All | +273.5% | +137.5% | +136.0% | +144.8% |
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