+660.4%
SPY vs KMI
+107.5%
+552.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +0.1% | +0.9% | -0.8% | -0.3% |
| 3M | +2.0% | 0.0% | +2.0% | +1.7% |
| 6M | +13.0% | -5.7% | +18.7% | +14.5% |
| YTD | +13.5% | +17.5% | -3.9% | +7.1% |
| 1Y | +20.0% | +22.3% | -2.3% | +11.5% |
| 3Y | +77.2% | +111.9% | -34.7% | +36.9% |
| 5Y | +81.9% | +151.8% | -70.0% | +32.4% |
| 10Y | +314.1% | +138.7% | +175.4% | +192.1% |
| All | +660.4% | +107.5% | +552.9% | +406.8% |
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