+377.0%
SO vs KMI
+107.9%
+269.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -0.1% | -5.1% | +5.0% | +0.9% |
| 30D | +8.7% | -3.1% | +11.8% | +9.3% |
| 3M | +3.4% | +0.2% | +3.1% | +3.2% |
| 6M | +3.7% | +1.1% | +2.6% | +3.3% |
| YTD | +10.0% | +17.7% | -7.7% | +6.4% |
| 1Y | +6.6% | +19.6% | -13.0% | +2.7% |
| 3Y | +52.5% | +117.6% | -65.1% | +29.7% |
| 5Y | +76.1% | +143.1% | -67.0% | +46.4% |
| 10Y | +194.9% | +142.0% | +52.8% | +137.4% |
| All | +377.0% | +107.9% | +269.1% | +287.4% |
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