+664.9%
SPYM vs KMI
+111.3%
+553.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | -0.9% | +3.7% | -4.6% | -2.1% |
| 3M | +3.9% | +3.2% | +0.7% | +2.6% |
| 6M | +14.5% | -3.0% | +17.5% | +15.0% |
| YTD | +13.0% | +19.7% | -6.7% | +6.3% |
| 1Y | +19.4% | +25.6% | -6.2% | +10.5% |
| 3Y | +78.9% | +120.2% | -41.3% | +38.2% |
| 5Y | +82.3% | +160.5% | -78.2% | +33.3% |
| 10Y | +314.7% | +134.8% | +179.9% | +197.3% |
| All | +664.9% | +111.3% | +553.6% | +423.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling