+26.6%
KMI vs SRE
-7.5%
+34.1%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.0% |
| 7D | -5.2% | -2.1% | -3.2% | -4.4% |
| 30D | +1.2% | +6.1% | -4.8% | -0.7% |
| 3M | +1.3% | -3.5% | +4.9% | +2.7% |
| 6M | -1.1% | -10.8% | +9.6% | +2.8% |
| YTD | +19.0% | -4.0% | +23.0% | +22.0% |
| 1Y | +26.6% | -7.7% | +34.2% | +31.4% |
| All | +26.6% | -7.5% | +34.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling