+129.5%
KMI vs ED
+108.5%
+21.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -2.7% | -0.4% | -2.3% | -2.6% |
| 3M | -0.7% | +0.5% | -1.1% | -0.8% |
| 6M | -5.0% | -3.1% | -1.8% | -4.1% |
| YTD | +15.5% | +9.8% | +5.6% | +11.9% |
| 1Y | +16.4% | +12.6% | +3.9% | +11.8% |
| 3Y | +114.2% | +31.4% | +82.8% | +93.5% |
| 5Y | +153.3% | +69.4% | +83.8% | +110.7% |
| All | +129.5% | +108.5% | +21.0% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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