+117.2%
KMI vs ED
+339.2%
-221.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +6.5% | +2.1% | +4.5% | +5.8% |
| 30D | -3.4% | +10.4% | -13.8% | -6.7% |
| 3M | +0.4% | +12.5% | -12.2% | -3.6% |
| 6M | -0.9% | +14.9% | -15.8% | -5.5% |
| YTD | +20.5% | +24.8% | -4.3% | +11.7% |
| 1Y | +23.2% | +23.8% | -0.7% | +14.5% |
| 3Y | +121.6% | +51.6% | +70.0% | +90.7% |
| 5Y | +149.1% | +86.4% | +62.7% | +99.9% |
| 10Y | +158.3% | +145.4% | +12.8% | +84.1% |
| All | +117.2% | +339.2% | -221.9% | +5.4% |
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 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