+0.4%
SPGI vs KMI
+22.3%
-21.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.2% | +6.5% | -5.3% | +1.6% |
| 30D | +15.9% | -3.4% | +19.4% | +15.5% |
| 3M | +12.3% | +0.4% | +11.9% | +12.1% |
| 6M | +23.7% | -0.9% | +24.6% | +23.3% |
| YTD | -3.5% | +20.5% | -24.0% | -4.7% |
| 1Y | +0.4% | +23.2% | -22.8% | -1.6% |
| All | +0.4% | +22.3% | -21.9% | -1.6% |
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 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