+117.2%
KMI vs EL
+193.8%
-76.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +6.5% | +1.5% | +5.0% | +6.2% |
| 30D | -3.4% | +10.0% | -13.4% | -5.6% |
| 3M | +0.4% | +28.4% | -28.0% | -5.6% |
| 6M | -0.9% | +37.1% | -38.0% | -8.8% |
| YTD | +20.5% | +7.8% | +12.7% | +15.1% |
| 1Y | +23.2% | +26.0% | -2.9% | +12.9% |
| 3Y | +121.6% | +3.8% | +117.8% | +100.7% |
| 5Y | +149.1% | -65.2% | +214.3% | +212.6% |
| 10Y | +158.3% | +62.1% | +96.1% | +71.6% |
| All | +117.2% | +193.8% | -76.6% | +15.5% |
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