+111.9%
KMI vs DE
+864.8%
-752.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -1.8% | -3.0% | +1.3% | -0.6% |
| 30D | +0.1% | +11.1% | -11.1% | -4.2% |
| 3M | +1.2% | +17.6% | -16.4% | -5.8% |
| 6M | -3.9% | +13.6% | -17.5% | -9.8% |
| YTD | +17.5% | +46.3% | -28.7% | -1.2% |
| 1Y | +22.6% | +44.2% | -21.5% | +3.3% |
| 3Y | +116.3% | +76.6% | +39.7% | +62.7% |
| 5Y | +157.6% | +98.2% | +59.4% | +77.3% |
| 10Y | +136.6% | +863.5% | -726.9% | -21.4% |
| All | +111.9% | +864.8% | -752.9% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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