+17.5%
SNPS vs KMI
+161.9%
-144.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -5.5% | -0.4% | -5.1% | -5.4% |
| 30D | -5.8% | +3.7% | -9.4% | -6.7% |
| 3M | -17.2% | +3.2% | -20.4% | -18.1% |
| 6M | -10.4% | -3.0% | -7.4% | -10.0% |
| YTD | -16.5% | +19.7% | -36.2% | -21.3% |
| 1Y | -35.6% | +25.6% | -61.3% | -40.6% |
| 3Y | -14.6% | +120.2% | -134.8% | -34.6% |
| All | +17.5% | +161.9% | -144.4% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling