+589.4%
SE vs KMI
+172.5%
+416.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -2.5% | +0.9% | -3.4% | -3.1% |
| 3M | +21.7% | 0.0% | +21.7% | +20.7% |
| 6M | +27.0% | -5.7% | +32.7% | +28.4% |
| YTD | -12.1% | +17.5% | -29.6% | -19.5% |
| 1Y | -40.9% | +22.3% | -63.2% | -47.0% |
| 3Y | +191.0% | +111.9% | +79.1% | +105.7% |
| 5Y | -68.3% | +151.8% | -220.1% | -78.8% |
| All | +589.4% | +172.5% | +416.9% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling