+43.8%
SO vs KMI
+115.3%
-71.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.5% |
| 30D | -2.5% | +0.1% | -2.5% | -2.6% |
| 3M | -4.2% | +1.2% | -5.3% | -4.5% |
| 6M | -7.7% | -3.9% | -3.7% | -6.9% |
| YTD | +3.8% | +17.5% | -13.7% | -0.1% |
| 1Y | +0.1% | +22.6% | -22.6% | -4.8% |
| All | +43.8% | +115.3% | -71.5% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling