+115.7%
KMI vs EFX
+474.4%
-358.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.7% |
| 7D | -0.4% | -7.8% | +7.5% | +1.8% |
| 30D | +3.7% | -5.7% | +9.4% | +5.1% |
| 3M | +3.2% | +2.5% | +0.6% | +1.4% |
| 6M | -3.0% | -16.7% | +13.7% | +0.7% |
| YTD | +19.7% | -20.2% | +39.8% | +24.9% |
| 1Y | +25.6% | -31.4% | +57.0% | +36.9% |
| 3Y | +120.2% | -10.5% | +130.7% | +112.1% |
| 5Y | +160.5% | -35.2% | +195.7% | +172.3% |
| 10Y | +134.8% | +40.2% | +94.7% | +71.6% |
| All | +115.7% | +474.4% | -358.6% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling