+98.3%
STM vs KMI
+22.3%
+76.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +12.0% | +6.5% | +5.5% | +12.4% |
| 30D | -0.4% | -3.4% | +3.1% | -1.4% |
| 3M | -13.2% | +0.4% | -13.6% | -13.2% |
| 6M | -26.1% | -0.9% | -25.1% | -26.4% |
| YTD | +81.2% | +20.5% | +60.7% | +85.3% |
| 1Y | +98.3% | +23.2% | +75.1% | +102.7% |
| All | +98.3% | +22.3% | +76.0% | +102.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling