+111.9%
KMI vs EOG
+305.8%
-193.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | -1.8% | -1.3% | -0.4% | -1.2% |
| 30D | +0.1% | +3.4% | -3.3% | -1.5% |
| 3M | +1.2% | +7.8% | -6.7% | -2.7% |
| 6M | -3.9% | +13.4% | -17.3% | -10.0% |
| YTD | +17.5% | +43.5% | -26.0% | -1.2% |
| 1Y | +22.6% | +29.7% | -7.0% | +7.6% |
| 3Y | +116.3% | +23.2% | +93.1% | +89.8% |
| 5Y | +157.6% | +176.4% | -18.8% | +50.6% |
| 10Y | +136.6% | +119.1% | +17.4% | +31.2% |
| All | +111.9% | +305.8% | -193.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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