-7.2%
SYK vs KMI
+112.1%
-119.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -12.3% | -2.1% | -10.3% | -12.0% |
| 30D | -22.4% | -1.7% | -20.8% | -22.3% |
| 3M | -12.3% | -1.9% | -10.5% | -12.2% |
| 6M | -24.3% | -4.3% | -20.0% | -23.8% |
| YTD | -22.8% | +15.8% | -38.6% | -25.3% |
| 1Y | -28.8% | +17.6% | -46.4% | -31.4% |
| All | -7.2% | +112.1% | -119.4% | -20.0% |
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