+282.9%
SMH vs KMI
+111.5%
+171.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +0.3% | -1.7% | +2.0% | +0.7% |
| 30D | -2.8% | -2.7% | 0.0% | -2.2% |
| 3M | -6.7% | -0.7% | -6.0% | -7.0% |
| 6M | +41.8% | -5.0% | +46.7% | +42.7% |
| YTD | +57.9% | +15.5% | +42.4% | +47.1% |
| 1Y | +87.6% | +16.4% | +71.2% | +73.7% |
| 3Y | +282.9% | +114.2% | +168.8% | +229.2% |
| All | +282.9% | +111.5% | +171.4% | +229.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling