+29.8%
SNOW vs KMI
+233.4%
-203.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | -7.5% | -2.1% | -5.4% | -6.9% |
| 30D | -1.3% | -1.7% | +0.4% | -1.0% |
| 3M | +37.4% | -1.9% | +39.3% | +37.6% |
| 6M | +88.1% | -4.3% | +92.4% | +89.1% |
| YTD | +50.3% | +15.8% | +34.5% | +40.4% |
| 1Y | +46.0% | +17.6% | +28.4% | +34.9% |
| 3Y | +98.7% | +113.1% | -14.4% | +47.1% |
| 5Y | +3.5% | +154.0% | -150.5% | -26.2% |
| All | +29.8% | +233.4% | -203.6% | -4.1% |
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 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