-2.3%
SO vs KMI
+17.6%
-19.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.1% | -1.7% | +0.7% | -0.6% |
| 30D | -5.0% | -2.7% | -2.3% | -4.3% |
| 3M | -5.8% | -0.7% | -5.1% | -5.7% |
| 6M | -7.9% | -5.0% | -3.0% | -7.1% |
| YTD | +2.4% | +15.5% | -13.0% | +1.1% |
| 1Y | -2.3% | +16.4% | -18.7% | -3.4% |
| All | -2.3% | +17.6% | -19.8% | -3.4% |
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 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