+168.1%
KMI vs ELAN
-28.2%
+196.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.6% |
| 7D | -1.7% | -5.4% | +3.7% | -0.6% |
| 30D | -2.7% | +4.7% | -7.4% | -3.8% |
| 3M | -0.7% | -3.7% | +3.0% | -0.4% |
| 6M | -5.0% | -1.2% | -3.8% | -6.4% |
| YTD | +15.5% | +2.4% | +13.1% | +12.4% |
| 1Y | +16.4% | +23.4% | -6.9% | +7.9% |
| 3Y | +114.2% | +96.7% | +17.5% | +62.8% |
| 5Y | +153.3% | -30.6% | +183.8% | +173.3% |
| All | +168.1% | -28.2% | +196.3% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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