+115.0%
KMI vs ECL
+633.6%
-518.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +0.2% | -2.3% | +2.5% | +1.3% |
| 30D | -3.7% | +8.3% | -11.9% | -7.4% |
| 3M | +1.2% | +8.4% | -7.2% | -2.9% |
| 6M | -0.3% | +23.3% | -23.5% | -10.6% |
| YTD | +19.2% | +18.2% | +1.0% | +8.3% |
| 1Y | +21.7% | +18.8% | +2.9% | +10.0% |
| 3Y | +120.4% | +78.5% | +41.9% | +57.3% |
| 5Y | +144.9% | +40.1% | +104.8% | +94.2% |
| 10Y | +155.6% | +196.5% | -40.9% | +25.3% |
| All | +115.0% | +633.6% | -518.6% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling