+3.7%
SO vs KMI
+26.0%
-22.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.5% |
| 7D | +1.7% | -5.2% | +7.0% | +3.3% |
| 30D | +11.1% | +1.2% | +9.9% | +10.5% |
| 3M | +0.7% | +1.3% | -0.7% | 0.0% |
| 6M | -1.4% | -1.1% | -0.2% | -1.6% |
| YTD | +9.4% | +19.0% | -9.6% | +6.9% |
| 1Y | +3.7% | +26.6% | -22.8% | +0.5% |
| All | +3.7% | +26.0% | -22.3% | +0.5% |
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