+120.2%
KMI vs ESI
+82.9%
+37.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.8% |
| 7D | -0.4% | +5.4% | -5.8% | -0.9% |
| 30D | +3.7% | -4.2% | +7.9% | +4.0% |
| 3M | +3.2% | -9.6% | +12.8% | +3.6% |
| 6M | -3.0% | +18.3% | -21.3% | -6.9% |
| YTD | +19.7% | +45.8% | -26.2% | +10.1% |
| 1Y | +25.6% | +39.2% | -13.5% | +16.2% |
| 3Y | +120.2% | +86.3% | +33.9% | +87.6% |
| All | +120.2% | +82.9% | +37.3% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling