+108.1%
KMI vs ES
+259.5%
-151.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -6.5% | -0.1% | -6.5% | -6.6% |
| 30D | -5.1% | +5.7% | -10.8% | -7.0% |
| 3M | 0.0% | -2.8% | +2.8% | +0.8% |
| 6M | -0.9% | +7.0% | -7.9% | -3.5% |
| YTD | +15.4% | +6.8% | +8.6% | +12.0% |
| 1Y | +19.5% | -0.5% | +19.9% | +18.3% |
| 3Y | +116.3% | +47.2% | +69.1% | +82.2% |
| 5Y | +136.6% | +2.3% | +134.3% | +126.5% |
| 10Y | +139.6% | +85.6% | +53.9% | +75.6% |
| All | +108.1% | +259.5% | -151.4% | +0.4% |
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