+30.0%
SOXX vs KMI
+21.4%
+8.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.2% | -7.9% | -12.6% |
| 7D | -23.0% | -10.3% | -12.7% | -24.6% |
| 30D | -32.9% | -5.3% | -27.6% | -33.1% |
| 3M | -25.4% | -2.1% | -23.3% | -24.9% |
| 6M | -17.9% | -4.8% | -13.1% | -18.4% |
| YTD | +31.6% | +14.0% | +17.7% | +31.3% |
| 1Y | +30.0% | +20.9% | +9.1% | +27.8% |
| All | +30.0% | +21.4% | +8.5% | +27.8% |
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