+554.8%
STM vs KMI
+107.5%
+447.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +5.8% | -0.5% | +6.3% | +6.0% |
| 30D | -1.0% | +0.9% | -1.9% | -1.6% |
| 3M | -33.3% | 0.0% | -33.2% | -33.9% |
| 6M | +57.4% | -5.7% | +63.1% | +59.5% |
| YTD | +102.2% | +17.5% | +84.7% | +85.3% |
| 1Y | +99.6% | +22.3% | +77.3% | +79.8% |
| 3Y | +14.5% | +111.9% | -97.4% | -21.6% |
| 5Y | +21.4% | +151.8% | -130.5% | -23.9% |
| 10Y | +695.0% | +138.7% | +556.3% | +385.3% |
| All | +554.8% | +107.5% | +447.4% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling