-78.0%
SE vs KMI
+148.3%
-226.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -0.5% | +6.5% | -7.0% | -3.4% |
| 30D | -20.9% | -3.4% | -17.5% | -19.9% |
| 3M | -38.9% | +0.4% | -39.3% | -39.5% |
| 6M | -19.4% | -0.9% | -18.5% | -20.4% |
| YTD | -40.9% | +20.5% | -61.4% | -48.9% |
| 1Y | -46.2% | +23.2% | -69.4% | -54.2% |
| 3Y | +63.7% | +121.6% | -57.9% | -9.2% |
| All | -78.0% | +148.3% | -226.4% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling