+130.2%
KMI vs EIX
+21.5%
+108.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -1.7% | -18.8% | +17.1% | +3.7% |
| 3M | -1.9% | -19.7% | +17.8% | +3.5% |
| 6M | -4.3% | -18.2% | +13.9% | 0.0% |
| YTD | +15.8% | -1.7% | +17.5% | +12.4% |
| 1Y | +17.6% | +7.8% | +9.8% | +9.8% |
| 3Y | +113.1% | -5.6% | +118.7% | +104.3% |
| 5Y | +154.0% | +23.7% | +130.3% | +114.6% |
| All | +130.2% | +21.5% | +108.7% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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