+129.5%
KMI vs SONY
+293.1%
-163.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -1.7% | -2.7% | +1.0% | -1.1% |
| 30D | -2.7% | +1.5% | -4.3% | -3.3% |
| 3M | -0.7% | +13.0% | -13.7% | -4.3% |
| 6M | -5.0% | +11.2% | -16.2% | -8.4% |
| YTD | +15.5% | -6.6% | +22.1% | +16.6% |
| 1Y | +16.4% | -18.1% | +34.6% | +21.8% |
| 3Y | +114.2% | +42.1% | +72.1% | +84.8% |
| 5Y | +153.3% | +11.0% | +142.2% | +131.4% |
| All | +129.5% | +293.1% | -163.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling