+117.2%
KMI vs ENB
+256.4%
-139.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | +6.5% | +3.1% | +3.4% | +4.1% |
| 30D | -3.4% | +2.1% | -5.6% | -4.9% |
| 3M | +0.4% | -4.4% | +4.8% | +3.9% |
| 6M | -0.9% | -10.1% | +9.1% | +7.1% |
| YTD | +20.5% | +5.2% | +15.3% | +15.6% |
| 1Y | +23.2% | +4.2% | +18.9% | +19.0% |
| 3Y | +121.6% | +70.1% | +51.5% | +47.2% |
| 5Y | +149.1% | +59.4% | +89.7% | +73.2% |
| 10Y | +158.3% | +109.5% | +48.7% | +43.5% |
| All | +117.2% | +256.4% | -139.2% | -19.7% |
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