+119.3%
KMI vs ED
+47.9%
+71.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -0.9% | +1.1% | +0.5% |
| 30D | -3.7% | +11.2% | -14.8% | -6.7% |
| 3M | +1.2% | +11.8% | -10.5% | -2.1% |
| 6M | -0.3% | +14.1% | -14.3% | -4.1% |
| YTD | +19.2% | +23.0% | -3.7% | +12.5% |
| 1Y | +21.7% | +23.7% | -2.0% | +14.6% |
| All | +119.3% | +47.9% | +71.4% | +91.4% |
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