+1,268.5%
SNPS vs KMI
+107.5%
+1,161.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -11.0% | -0.5% | -10.5% | -10.9% |
| 30D | -1.7% | +0.9% | -2.6% | -2.1% |
| 3M | -20.4% | 0.0% | -20.3% | -20.6% |
| 6M | -8.6% | -5.7% | -2.9% | -7.7% |
| YTD | -16.2% | +17.5% | -33.6% | -20.0% |
| 1Y | -34.6% | +22.3% | -56.9% | -38.6% |
| 3Y | -14.5% | +111.9% | -126.4% | -30.5% |
| 5Y | +17.0% | +151.8% | -134.9% | -9.5% |
| 10Y | +560.0% | +138.7% | +421.4% | +394.3% |
| All | +1,268.5% | +107.5% | +1,161.0% | +891.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling