+46.2%
KMI vs SARO
-22.5%
+68.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -1.7% | -3.1% | +1.4% | -1.4% |
| 30D | -2.7% | -12.2% | +9.5% | -1.3% |
| 3M | -0.7% | -7.4% | +6.7% | -0.4% |
| 6M | -5.0% | -15.3% | +10.3% | -3.7% |
| YTD | +15.5% | -16.2% | +31.6% | +16.8% |
| 1Y | +16.4% | -12.1% | +28.5% | +16.1% |
| All | +46.2% | -22.5% | +68.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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