+133.2%
KMI vs ELF
+299.0%
-165.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.9% | -1.1% |
| 7D | -2.1% | -10.8% | +8.8% | -1.1% |
| 30D | -1.7% | +0.8% | -2.5% | -1.9% |
| 3M | -1.9% | +64.8% | -66.6% | -6.9% |
| 6M | -4.3% | +19.0% | -23.3% | -6.7% |
| YTD | +15.8% | +25.9% | -10.1% | +11.8% |
| 1Y | +17.6% | -28.8% | +46.4% | +18.9% |
| 3Y | +113.1% | -29.6% | +142.7% | +104.0% |
| 5Y | +154.0% | +216.2% | -62.3% | +84.6% |
| All | +133.2% | +299.0% | -165.8% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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