+348.8%
SO vs KMI
+107.5%
+241.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -4.6% | +0.9% | -5.5% | -4.8% |
| 3M | -3.0% | 0.0% | -3.0% | -3.1% |
| 6M | -8.3% | -5.7% | -2.6% | -7.3% |
| YTD | +3.5% | +17.5% | -14.0% | +0.2% |
| 1Y | -0.9% | +22.3% | -23.2% | -4.9% |
| 3Y | +45.4% | +111.9% | -66.6% | +24.4% |
| 5Y | +59.6% | +151.8% | -92.2% | +31.9% |
| 10Y | +156.6% | +138.7% | +18.0% | +107.0% |
| All | +348.8% | +107.5% | +241.3% | +265.0% |
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