+157.6%
KMI vs ELF
+230.6%
-73.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.7% |
| 7D | -1.8% | -6.8% | +5.0% | -1.6% |
| 30D | +0.1% | +5.1% | -5.0% | -0.1% |
| 3M | +1.2% | +79.8% | -78.6% | -0.9% |
| 6M | -3.9% | +29.7% | -33.6% | -4.9% |
| YTD | +17.5% | +31.6% | -14.1% | +16.0% |
| 1Y | +22.6% | -27.9% | +50.6% | +23.5% |
| 3Y | +116.3% | -26.4% | +142.7% | +110.6% |
| 5Y | +157.6% | +235.6% | -78.0% | +105.7% |
| All | +157.6% | +230.6% | -73.0% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling