+111.9%
KMI vs ELV
+672.6%
-560.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -1.8% | -2.2% | +0.5% | -1.2% |
| 30D | +0.1% | -0.2% | +0.3% | +0.1% |
| 3M | +1.2% | -6.1% | +7.3% | +2.5% |
| 6M | -3.9% | +42.8% | -46.7% | -14.1% |
| YTD | +17.5% | +14.4% | +3.1% | +11.1% |
| 1Y | +22.6% | +28.6% | -6.0% | +11.3% |
| 3Y | +116.3% | -7.4% | +123.7% | +110.9% |
| 5Y | +157.6% | +14.5% | +143.1% | +127.4% |
| 10Y | +136.6% | +257.4% | -120.9% | +41.3% |
| All | +111.9% | +672.6% | -560.7% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling