+263.6%
KMI vs EOSE
-58.6%
+322.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.7% |
| 7D | -1.8% | +15.0% | -16.7% | -2.2% |
| 30D | +0.1% | +2.5% | -2.4% | -0.1% |
| 3M | +1.2% | -33.7% | +34.9% | +2.0% |
| 6M | -3.9% | -32.7% | +28.8% | -3.7% |
| YTD | +17.5% | -63.8% | +81.3% | +19.3% |
| 1Y | +22.6% | -40.5% | +63.2% | +21.7% |
| 3Y | +116.3% | +50.4% | +65.9% | +101.0% |
| 5Y | +157.6% | -68.6% | +226.2% | +132.9% |
| All | +263.6% | -58.6% | +322.2% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling