-14.4%
SMR vs KMI
+124.4%
-138.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.3% | -15.4% | -15.4% |
| 7D | -11.2% | -1.7% | -9.5% | -9.5% |
| 30D | -10.2% | -2.7% | -7.5% | -8.6% |
| 3M | -10.0% | -0.7% | -9.4% | -11.8% |
| 6M | -30.5% | -5.0% | -25.5% | -29.9% |
| YTD | -39.2% | +15.5% | -54.7% | -50.5% |
| 1Y | -75.5% | +16.4% | -92.0% | -80.5% |
| 3Y | +45.4% | +114.2% | -68.7% | -26.9% |
| All | -14.4% | +124.4% | -138.8% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling