+81.7%
SPY vs KMI
+157.3%
-75.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | -1.4% | +0.1% | -1.4% | -1.5% |
| 3M | +3.7% | +1.2% | +2.5% | +2.9% |
| 6M | +13.0% | -3.9% | +16.9% | +13.8% |
| YTD | +12.4% | +17.5% | -5.1% | +5.0% |
| 1Y | +18.5% | +22.6% | -4.1% | +8.6% |
| 3Y | +77.6% | +116.3% | -38.7% | +27.0% |
| 5Y | +81.7% | +157.6% | -75.9% | +19.6% |
| All | +81.7% | +157.3% | -75.6% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling