-75.5%
SMR vs KMI
+17.6%
-93.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.3% | -15.4% | -15.7% |
| 7D | -11.2% | -1.7% | -9.5% | -11.6% |
| 30D | -10.2% | -2.7% | -7.5% | -10.8% |
| 3M | -10.0% | -0.7% | -9.4% | -11.0% |
| 6M | -30.5% | -5.0% | -25.5% | -31.3% |
| YTD | -39.2% | +15.5% | -54.7% | -44.2% |
| 1Y | -75.5% | +16.4% | -92.0% | -77.7% |
| All | -75.5% | +17.6% | -93.1% | -77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling