-48.0%
SE vs KMI
+23.2%
-71.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +1.2% |
| 7D | -1.5% | +6.0% | -7.5% | +0.5% |
| 30D | -22.3% | -3.4% | -18.9% | -23.3% |
| 3M | -41.8% | +1.8% | -43.6% | -41.2% |
| 6M | -22.4% | +0.4% | -22.8% | -21.7% |
| YTD | -41.6% | +20.8% | -62.4% | -41.9% |
| 1Y | -48.0% | +23.0% | -71.0% | -48.5% |
| All | -48.0% | +23.2% | -71.2% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling