+118.0%
KMI vs ED
+34.3%
+83.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +0.1% | +1.9% | -1.9% | -0.5% |
| 3M | +1.2% | +1.9% | -0.7% | +0.6% |
| 6M | -3.9% | -2.3% | -1.7% | -3.4% |
| YTD | +17.5% | +10.9% | +6.6% | +14.2% |
| 1Y | +22.6% | +14.5% | +8.1% | +18.1% |
| All | +118.0% | +34.3% | +83.7% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling