+115.7%
KMI vs EFV
+186.0%
-70.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | -0.4% | +1.0% | -1.4% | -1.2% |
| 30D | +3.7% | +0.2% | +3.5% | +3.4% |
| 3M | +3.2% | +9.6% | -6.5% | -4.5% |
| 6M | -3.0% | +14.0% | -17.0% | -13.5% |
| YTD | +19.7% | +18.5% | +1.2% | +3.1% |
| 1Y | +25.6% | +27.9% | -2.3% | +1.5% |
| 3Y | +120.2% | +92.4% | +27.8% | +25.2% |
| 5Y | +160.5% | +97.2% | +63.3% | +43.8% |
| 10Y | +134.8% | +163.0% | -28.2% | +3.5% |
| All | +115.7% | +186.0% | -70.3% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling