+1,494.1%
SPGI vs KMI
+107.5%
+1,386.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +8.4% | +0.9% | +7.5% | +7.9% |
| 3M | +11.8% | 0.0% | +11.9% | +11.5% |
| 6M | +5.7% | -5.7% | +11.4% | +7.2% |
| YTD | -9.7% | +17.5% | -27.2% | -15.4% |
| 1Y | -12.5% | +22.3% | -34.7% | -19.4% |
| 3Y | +21.8% | +111.9% | -90.1% | -8.7% |
| 5Y | +8.2% | +151.8% | -143.7% | -24.6% |
| 10Y | +309.5% | +138.7% | +170.9% | +173.4% |
| All | +1,494.1% | +107.5% | +1,386.6% | +942.3% |
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