+7.5%
SMR vs KMI
+128.4%
-120.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -1.7% |
| 7D | +13.1% | -1.8% | +14.8% | +15.1% |
| 30D | +17.8% | +0.1% | +17.7% | +16.7% |
| 3M | +8.1% | +1.2% | +6.9% | +3.9% |
| 6M | -11.1% | -3.9% | -7.2% | -11.3% |
| YTD | -23.7% | +17.5% | -41.2% | -39.0% |
| 1Y | -69.4% | +22.6% | -92.1% | -77.0% |
| 3Y | +82.6% | +116.3% | -33.7% | -9.3% |
| All | +7.5% | +128.4% | -120.9% | -46.4% |
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