+19.0%
SPGI vs KMI
+121.9%
-102.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.6% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | +5.4% | +3.7% | +1.7% | +4.4% |
| 3M | +9.0% | +3.2% | +5.9% | +7.9% |
| 6M | +0.8% | -3.0% | +3.8% | +1.2% |
| YTD | -12.6% | +19.7% | -32.2% | -17.8% |
| 1Y | -16.1% | +25.6% | -41.8% | -22.7% |
| 3Y | +19.0% | +120.2% | -101.2% | -15.0% |
| All | +19.0% | +121.9% | -102.9% | -15.0% |
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