+15.6%
SNPS vs KMI
+22.3%
-6.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +1.1% | +6.5% | -5.5% | +1.7% |
| 30D | -5.2% | -3.4% | -1.7% | -5.7% |
| 3M | +10.6% | +0.4% | +10.2% | +10.4% |
| 6M | -10.6% | -0.9% | -9.7% | -11.0% |
| YTD | -3.1% | +20.5% | -23.6% | +3.8% |
| 1Y | +15.6% | +23.2% | -7.6% | +24.2% |
| All | +15.6% | +22.3% | -6.8% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling