+26.6%
KMI vs ESI
+27.8%
-1.2%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -4.2% |
| 7D | -5.2% | -6.6% | +1.3% | -5.4% |
| 30D | +1.2% | -10.9% | +12.2% | +1.0% |
| 3M | +1.3% | -13.8% | +15.2% | +0.9% |
| 6M | -1.1% | -21.5% | +20.4% | -1.6% |
| YTD | +19.0% | +34.7% | -15.7% | +19.0% |
| 1Y | +26.6% | +24.9% | +1.7% | +27.1% |
| All | +26.6% | +27.8% | -1.2% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling