-11.6%
SNPS vs KMI
+120.4%
-132.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -8.0% | -3.7% | -4.4% | -7.7% |
| 3M | +12.5% | +1.2% | +11.2% | +12.1% |
| 6M | -10.5% | -0.3% | -10.2% | -10.8% |
| YTD | -1.6% | +19.2% | -20.9% | -5.6% |
| 1Y | +16.8% | +21.7% | -4.9% | +11.4% |
| All | -11.6% | +120.4% | -132.0% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling