+155.6%
KMI vs ES
+92.3%
+63.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -3.7% | +6.7% | -10.4% | -5.8% |
| 3M | +1.2% | +0.3% | +0.9% | +1.0% |
| 6M | -0.3% | +7.4% | -7.7% | -2.8% |
| YTD | +19.2% | +8.4% | +10.9% | +15.4% |
| 1Y | +21.7% | +0.6% | +21.0% | +20.2% |
| 3Y | +120.4% | +50.6% | +69.8% | +85.7% |
| 5Y | +144.9% | +4.8% | +140.1% | +133.6% |
| 10Y | +155.6% | +93.1% | +62.5% | +115.3% |
| All | +155.6% | +92.3% | +63.3% | +115.3% |
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