+150.6%
KMI vs EFV
+95.9%
+54.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -1.7% | -0.8% | -0.9% | -1.3% |
| 30D | -2.7% | +0.6% | -3.4% | -3.1% |
| 3M | -0.7% | +7.5% | -8.2% | -4.9% |
| 6M | -5.0% | +13.0% | -18.0% | -12.1% |
| YTD | +15.5% | +18.3% | -2.8% | +3.3% |
| 1Y | +16.4% | +26.7% | -10.3% | -0.6% |
| 3Y | +114.2% | +89.6% | +24.6% | +36.7% |
| All | +150.6% | +95.9% | +54.7% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling