-19.9%
SYK vs KMI
-4.2%
-15.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | -9.1% | -1.7% | -7.4% | -9.1% |
| 30D | -20.6% | -2.7% | -17.9% | -20.5% |
| 3M | -9.6% | -0.7% | -8.9% | -9.8% |
| 6M | -19.9% | -5.0% | -14.9% | -19.8% |
| All | -19.9% | -4.2% | -15.6% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling