+664.5%
STM vs KMI
+132.8%
+531.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | +1.7% | -1.8% | +3.4% | +2.4% |
| 30D | -5.2% | +0.1% | -5.2% | -5.4% |
| 3M | -29.6% | +1.2% | -30.8% | -30.7% |
| 6M | +54.4% | -3.9% | +58.3% | +55.2% |
| YTD | +99.5% | +17.5% | +82.0% | +81.4% |
| 1Y | +100.8% | +22.6% | +78.1% | +78.9% |
| 3Y | +20.2% | +116.3% | -96.1% | -21.8% |
| 5Y | +21.1% | +157.6% | -136.5% | -28.8% |
| 10Y | +664.5% | +136.6% | +528.0% | +338.8% |
| All | +664.5% | +132.8% | +531.8% | +338.8% |
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 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