+1.5%
SMR vs KMI
+125.0%
-123.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.2% |
| 7D | +4.7% | -2.1% | +6.8% | +7.0% |
| 30D | +3.2% | -1.7% | +4.9% | +4.0% |
| 3M | +9.9% | -1.9% | +11.8% | +9.0% |
| 6M | -15.1% | -4.3% | -10.8% | -15.1% |
| YTD | -27.9% | +15.8% | -43.7% | -41.5% |
| 1Y | -70.2% | +17.6% | -87.8% | -76.6% |
| 3Y | +72.5% | +113.1% | -40.7% | -13.1% |
| All | +1.5% | +125.0% | -123.5% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling