+129.5%
KMI vs EAT
+374.9%
-245.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.7% | -7.7% | +6.0% | -0.3% |
| 30D | -2.7% | -13.6% | +10.8% | -0.3% |
| 3M | -0.7% | +33.9% | -34.5% | -6.5% |
| 6M | -5.0% | +47.2% | -52.2% | -13.0% |
| YTD | +15.5% | +48.1% | -32.6% | +5.0% |
| 1Y | +16.4% | +33.7% | -17.3% | +7.3% |
| 3Y | +114.2% | +595.8% | -481.6% | +34.9% |
| 5Y | +153.3% | +314.4% | -161.1% | +69.2% |
| All | +129.5% | +374.9% | -245.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling