+26.6%
KMI vs ECL
+23.8%
+2.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -3.8% |
| 7D | -5.2% | +7.7% | -13.0% | -4.8% |
| 30D | +1.2% | +13.7% | -12.5% | +1.9% |
| 3M | +1.3% | +11.6% | -10.2% | +2.0% |
| 6M | -1.1% | +23.9% | -25.1% | +0.3% |
| YTD | +19.0% | +21.0% | -2.0% | +22.2% |
| 1Y | +26.6% | +23.1% | +3.5% | +30.6% |
| All | +26.6% | +23.8% | +2.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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