+162.3%
KMI vs ECL
+28.1%
+134.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +3.7% | -2.5% | +6.1% | +4.2% |
| 3M | +3.2% | +8.3% | -5.2% | +1.3% |
| 6M | -3.0% | -1.1% | -1.9% | -3.0% |
| YTD | +19.7% | +6.5% | +13.1% | +17.5% |
| 1Y | +25.6% | +2.1% | +23.5% | +24.4% |
| 3Y | +120.2% | +57.6% | +62.6% | +94.1% |
| All | +162.3% | +28.1% | +134.2% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling