-100.0%
SQQQ vs KMI
+104.5%
-204.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.7% | +2.0% |
| 7D | +4.1% | -2.1% | +6.1% | +2.3% |
| 30D | +4.6% | -1.7% | +6.3% | +3.2% |
| 3M | -10.4% | -1.9% | -8.5% | -12.5% |
| 6M | -42.1% | -4.3% | -37.8% | -45.0% |
| YTD | -40.3% | +15.8% | -56.1% | -33.2% |
| 1Y | -50.2% | +17.6% | -67.8% | -43.4% |
| 3Y | -89.4% | +113.1% | -202.5% | -78.1% |
| 5Y | -94.7% | +154.0% | -248.6% | -85.5% |
| 10Y | -100.0% | +133.1% | -233.1% | -99.9% |
| All | -100.0% | +104.5% | -204.5% | -100.0% |
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