+111.8%
KMI vs EIX
+175.6%
-63.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | -0.5% | -19.1% | +18.6% | +5.3% |
| 30D | +0.9% | -16.9% | +17.8% | +5.5% |
| 3M | 0.0% | -20.0% | +20.0% | +5.7% |
| 6M | -5.7% | -21.3% | +15.6% | +0.2% |
| YTD | +17.5% | -1.7% | +19.2% | +14.2% |
| 1Y | +22.3% | +9.6% | +12.7% | +13.6% |
| 3Y | +111.9% | -3.7% | +115.6% | +101.7% |
| 5Y | +151.8% | +22.6% | +129.2% | +114.5% |
| 10Y | +138.7% | +17.7% | +121.0% | +96.9% |
| All | +111.8% | +175.6% | -63.8% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling