+140.9%
KMI vs ES
+85.8%
+55.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | +3.7% | -1.2% | +4.8% | +4.0% |
| 3M | +3.2% | +5.0% | -1.8% | +1.4% |
| 6M | -3.0% | -2.8% | -0.2% | -2.4% |
| YTD | +19.7% | +8.6% | +11.1% | +15.9% |
| 1Y | +25.6% | +18.9% | +6.7% | +17.2% |
| 3Y | +120.2% | +32.1% | +88.1% | +94.5% |
| 5Y | +160.5% | -5.1% | +165.5% | +157.2% |
| All | +140.9% | +85.8% | +55.0% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling