+114.8%
KMI vs EFV
+88.2%
+26.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.1% | -2.0% | -0.1% | -1.3% |
| 30D | -1.7% | -0.2% | -1.5% | -1.6% |
| 3M | -1.9% | +9.1% | -11.0% | -5.5% |
| 6M | -4.3% | +11.7% | -16.0% | -9.1% |
| YTD | +15.8% | +17.0% | -1.2% | +6.9% |
| 1Y | +17.6% | +26.7% | -9.1% | +3.9% |
| All | +114.8% | +88.2% | +26.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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