+103.9%
KMI vs ES
+261.3%
-157.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.2% |
| 7D | -10.8% | +1.9% | -12.6% | -11.4% |
| 30D | -5.0% | +7.1% | -12.1% | -7.3% |
| 3M | -3.4% | -1.9% | -1.4% | -2.9% |
| 6M | -3.4% | +4.4% | -7.7% | -5.1% |
| YTD | +13.1% | +7.3% | +5.8% | +9.6% |
| 1Y | +19.0% | +2.1% | +16.9% | +16.8% |
| 3Y | +106.1% | +41.8% | +64.3% | +76.1% |
| 5Y | +130.1% | +1.4% | +128.6% | +120.9% |
| 10Y | +151.9% | +86.8% | +65.2% | +84.0% |
| All | +103.9% | +261.3% | -157.4% | -1.8% |
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