+20.5%
STM vs KMI
+119.2%
-98.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.8% |
| 7D | +5.2% | -0.4% | +5.6% | +5.3% |
| 30D | -7.4% | +3.7% | -11.0% | -8.0% |
| 3M | -30.6% | +3.2% | -33.8% | -31.4% |
| 6M | +66.4% | -3.0% | +69.4% | +66.6% |
| YTD | +101.1% | +19.7% | +81.5% | +89.2% |
| 1Y | +97.4% | +25.6% | +71.7% | +83.3% |
| All | +20.5% | +119.2% | -98.6% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling