+150.6%
KMI vs EOSE
-70.0%
+220.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.7% | +1.8% | -3.5% | -1.8% |
| 30D | -2.7% | -6.8% | +4.1% | -2.7% |
| 3M | -0.7% | -36.3% | +35.6% | +0.3% |
| 6M | -5.0% | -38.8% | +33.8% | -4.5% |
| YTD | +15.5% | -65.5% | +81.0% | +17.6% |
| 1Y | +16.4% | -45.3% | +61.7% | +15.8% |
| 3Y | +114.2% | +44.2% | +70.0% | +97.3% |
| All | +150.6% | -70.0% | +220.6% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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