+318.0%
SPYM vs KMI
+136.8%
+181.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.8% | -1.7% | +0.9% | -0.2% |
| 30D | -1.1% | -2.7% | +1.7% | -0.2% |
| 3M | +3.9% | -0.7% | +4.6% | +3.7% |
| 6M | +13.6% | -5.0% | +18.6% | +14.9% |
| YTD | +12.7% | +15.5% | -2.7% | +5.9% |
| 1Y | +17.6% | +16.4% | +1.2% | +9.8% |
| 3Y | +77.2% | +114.2% | -36.9% | +29.5% |
| 5Y | +84.1% | +153.3% | -69.1% | +25.2% |
| All | +318.0% | +136.8% | +181.2% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling