+129.5%
KMI vs EL
+26.1%
+103.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.7% | -6.5% | +4.8% | -0.6% |
| 30D | -2.7% | +11.1% | -13.9% | -4.9% |
| 3M | -0.7% | +10.7% | -11.4% | -3.0% |
| 6M | -5.0% | +6.9% | -11.8% | -7.3% |
| YTD | +15.5% | -6.3% | +21.8% | +14.5% |
| 1Y | +16.4% | +13.5% | +3.0% | +10.0% |
| 3Y | +114.2% | -33.1% | +147.2% | +120.3% |
| 5Y | +153.3% | -68.8% | +222.0% | +224.2% |
| All | +129.5% | +26.1% | +103.4% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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