+157.8%
KMI vs EIX
+24.2%
+133.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.9% |
| 7D | -1.8% | +4.1% | -5.8% | -2.8% |
| 30D | +0.1% | -15.3% | +15.4% | +2.9% |
| 3M | +1.2% | -18.4% | +19.6% | +5.0% |
| 6M | -3.9% | -16.8% | +12.9% | -1.1% |
| YTD | +17.5% | -0.6% | +18.1% | +13.4% |
| 1Y | +22.6% | +10.7% | +12.0% | +13.8% |
| 3Y | +116.3% | -4.5% | +120.8% | +106.2% |
| All | +157.8% | +24.2% | +133.6% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling