+130.2%
KMI vs ECL
+155.8%
-25.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -2.1% | -2.6% | +0.6% | -0.9% |
| 30D | -1.7% | -4.6% | +2.9% | +0.3% |
| 3M | -1.9% | +6.0% | -7.9% | -4.8% |
| 6M | -4.3% | -3.0% | -1.4% | -3.9% |
| YTD | +15.8% | +4.0% | +11.8% | +12.3% |
| 1Y | +17.6% | +2.0% | +15.6% | +14.6% |
| 3Y | +113.1% | +53.9% | +59.2% | +65.3% |
| 5Y | +154.0% | +27.1% | +126.9% | +113.7% |
| All | +130.2% | +155.8% | -25.6% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling