+444.2%
SYK vs KMI
+104.5%
+339.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -12.3% | -2.1% | -10.3% | -11.8% |
| 30D | -22.4% | -1.7% | -20.8% | -22.1% |
| 3M | -12.3% | -1.9% | -10.5% | -12.0% |
| 6M | -24.3% | -4.3% | -20.0% | -23.6% |
| YTD | -22.8% | +15.8% | -38.6% | -26.9% |
| 1Y | -28.8% | +17.6% | -46.4% | -33.1% |
| 3Y | -4.0% | +113.1% | -117.1% | -27.0% |
| 5Y | +3.8% | +154.0% | -150.1% | -26.1% |
| 10Y | +172.8% | +133.1% | +39.7% | +88.6% |
| All | +444.2% | +104.5% | +339.7% | +272.0% |
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 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