+112.3%
KMI vs ES
+260.1%
-147.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -5.1% | +0.9% | -6.0% | -5.5% |
| 30D | -3.1% | +5.9% | -9.1% | -5.2% |
| 3M | +0.2% | -1.0% | +1.3% | +0.4% |
| 6M | +1.1% | +7.2% | -6.0% | -1.6% |
| YTD | +17.7% | +7.0% | +10.8% | +14.2% |
| 1Y | +19.6% | +0.5% | +19.2% | +18.1% |
| 3Y | +117.6% | +48.7% | +68.9% | +82.6% |
| 5Y | +143.1% | +1.9% | +141.2% | +133.0% |
| 10Y | +142.0% | +89.2% | +52.9% | +76.1% |
| All | +112.3% | +260.1% | -147.9% | +2.3% |
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 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