+111.8%
KMI vs ES
+263.2%
-151.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +0.9% | -2.0% | +2.9% | +1.6% |
| 3M | 0.0% | +1.7% | -1.7% | -0.7% |
| 6M | -5.7% | -3.5% | -2.2% | -4.8% |
| YTD | +17.5% | +7.9% | +9.6% | +13.8% |
| 1Y | +22.3% | +17.2% | +5.1% | +14.2% |
| 3Y | +111.9% | +29.3% | +82.6% | +87.3% |
| 5Y | +151.8% | -5.7% | +157.6% | +148.7% |
| 10Y | +138.7% | +85.2% | +53.4% | +75.3% |
| All | +111.8% | +263.2% | -151.4% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling