+118.0%
KMI vs EL
-32.9%
+150.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | -1.8% | -2.4% | +0.6% | -1.7% |
| 30D | +0.1% | +13.7% | -13.6% | -0.3% |
| 3M | +1.2% | +14.5% | -13.3% | +0.7% |
| 6M | -3.9% | +7.4% | -11.3% | -4.1% |
| YTD | +17.5% | -4.7% | +22.2% | +17.7% |
| 1Y | +22.6% | +12.9% | +9.7% | +21.1% |
| All | +118.0% | -32.9% | +150.8% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling