+157.6%
KMI vs ESI
+74.4%
+83.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -1.8% | +3.9% | -5.7% | -2.4% |
| 30D | +0.1% | -3.8% | +3.8% | +0.6% |
| 3M | +1.2% | -13.1% | +14.3% | +2.8% |
| 6M | -3.9% | +11.3% | -15.3% | -8.1% |
| YTD | +17.5% | +44.1% | -26.6% | +5.2% |
| 1Y | +22.6% | +40.3% | -17.7% | +9.9% |
| 3Y | +116.3% | +84.1% | +32.2% | +74.7% |
| 5Y | +157.6% | +75.8% | +81.8% | +99.6% |
| All | +157.6% | +74.4% | +83.2% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling