+129.5%
KMI vs EFX
+42.6%
+87.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.7% | -4.5% | +2.8% | -0.7% |
| 30D | -2.7% | -6.1% | +3.3% | -1.6% |
| 3M | -0.7% | +6.2% | -6.9% | -2.9% |
| 6M | -5.0% | -11.2% | +6.2% | -3.5% |
| YTD | +15.5% | -21.4% | +36.9% | +20.3% |
| 1Y | +16.4% | -34.3% | +50.7% | +27.0% |
| 3Y | +114.2% | -12.5% | +126.7% | +108.9% |
| 5Y | +153.3% | -35.6% | +188.8% | +163.9% |
| All | +129.5% | +42.6% | +87.0% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling