+3,565.5%
SMH vs KMI
+104.5%
+3,461.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.9% |
| 7D | +1.4% | -2.1% | +3.4% | +2.1% |
| 30D | -2.2% | -1.7% | -0.5% | -1.8% |
| 3M | -1.9% | -1.9% | 0.0% | -1.7% |
| 6M | +41.0% | -4.3% | +45.4% | +42.0% |
| YTD | +55.6% | +15.8% | +39.8% | +45.9% |
| 1Y | +86.8% | +17.6% | +69.2% | +73.8% |
| 3Y | +277.7% | +113.1% | +164.5% | +182.6% |
| 5Y | +324.2% | +154.0% | +170.2% | +197.5% |
| 10Y | +1,828.6% | +133.1% | +1,695.5% | +1,222.9% |
| All | +3,565.5% | +104.5% | +3,461.0% | +2,361.1% |
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