+553.4%
SE vs KMI
+167.8%
+385.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | -5.2% | -1.7% | -3.5% | -4.5% |
| 30D | -17.1% | -2.7% | -14.3% | -16.4% |
| 3M | +24.0% | -0.7% | +24.7% | +23.4% |
| 6M | +21.0% | -5.0% | +25.9% | +22.0% |
| YTD | -16.7% | +15.5% | -32.2% | -23.2% |
| 1Y | -45.9% | +16.4% | -62.4% | -50.4% |
| 3Y | +177.8% | +114.2% | +63.7% | +95.6% |
| 5Y | -67.4% | +153.3% | -220.6% | -78.2% |
| All | +553.4% | +167.8% | +385.6% | +319.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling