+67.3%
KMI vs ENPH
+417.7%
-350.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -4.9% | +1.4% |
| 7D | -0.4% | +9.3% | -9.6% | -1.0% |
| 30D | +3.7% | -7.3% | +10.9% | +4.1% |
| 3M | +3.2% | -31.7% | +34.9% | +5.4% |
| 6M | -3.0% | -3.5% | +0.5% | -4.1% |
| YTD | +19.7% | +21.2% | -1.5% | +15.4% |
| 1Y | +25.6% | +0.1% | +25.6% | +22.4% |
| 3Y | +120.2% | -67.7% | +187.9% | +125.3% |
| 5Y | +160.5% | -76.2% | +236.7% | +164.2% |
| 10Y | +134.8% | +2,057.2% | -1,922.4% | +59.5% |
| All | +67.3% | +417.7% | -350.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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