+5.2%
SSPC vs KMI
+3.2%
+2.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.1% | +11.9% | +9.0% |
| 7D | +11.8% | -5.2% | +17.0% | +13.7% |
| 30D | +44.7% | +1.2% | +43.5% | +38.4% |
| 3M | -40.7% | +1.3% | -42.0% | -44.4% |
| All | +5.2% | +3.2% | +2.0% | -6.8% |
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 · Available span rolling