+150.6%
KMI vs ENB
+61.6%
+89.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | -1.7% | -4.7% | +2.9% | +1.9% |
| 30D | -2.7% | -5.9% | +3.1% | +1.9% |
| 3M | -0.7% | -14.2% | +13.6% | +11.7% |
| 6M | -5.0% | -8.6% | +3.6% | +1.7% |
| YTD | +15.5% | +3.9% | +11.6% | +11.5% |
| 1Y | +16.4% | +1.8% | +14.6% | +14.1% |
| 3Y | +114.2% | +68.5% | +45.7% | +38.6% |
| All | +150.6% | +61.6% | +89.0% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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