+296.4%
SPGI vs KMI
+132.8%
+163.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.8% |
| 7D | -3.1% | -1.8% | -1.3% | -2.4% |
| 30D | +2.0% | +0.1% | +2.0% | +1.8% |
| 3M | +4.3% | +1.2% | +3.2% | +3.4% |
| 6M | -0.2% | -3.9% | +3.7% | +0.6% |
| YTD | -14.8% | +17.5% | -32.3% | -21.3% |
| 1Y | -18.5% | +22.6% | -41.2% | -26.4% |
| 3Y | +16.0% | +116.3% | -100.3% | -19.6% |
| 5Y | +2.2% | +157.6% | -155.4% | -35.7% |
| 10Y | +296.4% | +136.6% | +159.9% | +134.7% |
| All | +296.4% | +132.8% | +163.7% | +134.7% |
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 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