+111.8%
KMI vs EL
+173.1%
-61.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.3% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | +0.9% | +19.8% | -18.9% | -3.5% |
| 3M | 0.0% | +25.7% | -25.7% | -5.6% |
| 6M | -5.7% | +5.4% | -11.1% | -8.2% |
| YTD | +17.5% | +0.2% | +17.3% | +14.4% |
| 1Y | +22.3% | +20.4% | +1.8% | +12.8% |
| 3Y | +111.9% | -32.1% | +144.1% | +117.3% |
| 5Y | +151.8% | -67.2% | +219.0% | +219.2% |
| 10Y | +138.7% | +31.7% | +106.9% | +69.7% |
| All | +111.8% | +173.1% | -61.2% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling