+115.7%
KMI vs SRE
+424.1%
-308.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.0% |
| 7D | -0.4% | +1.4% | -1.8% | -1.1% |
| 30D | +3.7% | +1.9% | +1.8% | +2.5% |
| 3M | +3.2% | -3.3% | +6.4% | +4.7% |
| 6M | -3.0% | -6.4% | +3.4% | 0.0% |
| YTD | +19.7% | -1.8% | +21.5% | +20.0% |
| 1Y | +25.6% | +10.7% | +14.9% | +17.9% |
| 3Y | +120.2% | +31.8% | +88.4% | +81.9% |
| 5Y | +160.5% | +49.2% | +111.3% | +99.3% |
| 10Y | +134.8% | +118.5% | +16.3% | +40.8% |
| All | +115.7% | +424.1% | -308.4% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling