+646.6%
SPY vs KMI
+112.8%
+533.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +6.5% | -3.9% | +0.6% |
| 30D | -2.0% | -3.4% | +1.5% | -1.1% |
| 3M | -2.8% | +0.4% | -3.2% | -3.2% |
| 6M | +2.1% | -0.9% | +3.1% | +1.8% |
| YTD | +11.5% | +20.5% | -9.0% | +4.1% |
| 1Y | +13.5% | +23.2% | -9.7% | +5.1% |
| 3Y | +77.7% | +121.6% | -43.9% | +35.2% |
| 5Y | +72.6% | +149.1% | -76.5% | +26.0% |
| 10Y | +308.2% | +158.3% | +149.9% | +181.8% |
| All | +646.6% | +112.8% | +533.8% | +392.7% |
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