+108.1%
KMI vs ENB
+249.4%
-141.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | -6.5% | -3.7% | -2.9% | -3.9% |
| 30D | -5.1% | +1.7% | -6.8% | -6.2% |
| 3M | 0.0% | -6.3% | +6.3% | +5.0% |
| 6M | -0.9% | -9.2% | +8.3% | +6.4% |
| YTD | +15.4% | +3.1% | +12.3% | +12.4% |
| 1Y | +19.5% | +3.4% | +16.1% | +16.1% |
| 3Y | +116.3% | +68.9% | +47.4% | +44.4% |
| 5Y | +136.6% | +51.7% | +84.9% | +70.6% |
| 10Y | +139.6% | +98.3% | +41.2% | +38.4% |
| All | +108.1% | +249.4% | -141.4% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling