+150.6%
KMI vs ELV
+24.6%
+126.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.2% | -2.3% |
| 7D | -1.7% | +2.8% | -4.5% | -2.0% |
| 30D | -2.7% | +4.9% | -7.6% | -3.3% |
| 3M | -0.7% | +4.9% | -5.6% | -1.3% |
| 6M | -5.0% | +45.1% | -50.0% | -9.2% |
| YTD | +15.5% | +20.7% | -5.2% | +12.4% |
| 1Y | +16.4% | +35.0% | -18.6% | +11.3% |
| 3Y | +114.2% | -2.4% | +116.6% | +113.7% |
| All | +150.6% | +24.6% | +126.0% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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