+154.8%
SO vs KMI
+137.5%
+17.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.1% | -2.1% | +0.9% | -0.6% |
| 30D | -3.7% | -1.7% | -2.1% | -3.4% |
| 3M | -5.9% | -1.9% | -4.0% | -5.5% |
| 6M | -7.3% | -4.3% | -3.0% | -6.4% |
| YTD | +3.1% | +15.8% | -12.7% | -1.1% |
| 1Y | -1.0% | +17.6% | -18.6% | -5.6% |
| 3Y | +43.2% | +113.1% | -69.9% | +14.0% |
| 5Y | +59.1% | +154.0% | -94.9% | +20.0% |
| All | +154.8% | +137.5% | +17.3% | +88.9% |
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