+117.9%
KMI vs ED
+333.2%
-215.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +6.0% | -1.7% | +7.7% | +6.6% |
| 30D | -3.4% | +10.7% | -14.1% | -6.7% |
| 3M | +1.8% | +11.6% | -9.9% | -2.0% |
| 6M | +0.4% | +13.5% | -13.1% | -3.8% |
| YTD | +20.8% | +23.1% | -2.3% | +12.5% |
| 1Y | +23.0% | +23.1% | -0.1% | +14.5% |
| 3Y | +123.3% | +47.9% | +75.4% | +93.7% |
| 5Y | +149.8% | +83.9% | +65.9% | +101.4% |
| 10Y | +159.0% | +142.1% | +16.9% | +85.5% |
| All | +117.9% | +333.2% | -215.3% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling