+65.3%
KMI vs ESI
+224.6%
-159.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.6% | -1.5% |
| 7D | -0.5% | +3.3% | -3.8% | -1.5% |
| 30D | +0.9% | -5.9% | +6.8% | +2.5% |
| 3M | 0.0% | -14.1% | +14.1% | +3.1% |
| 6M | -5.7% | +6.6% | -12.3% | -10.4% |
| YTD | +17.5% | +45.0% | -27.5% | +0.5% |
| 1Y | +22.3% | +41.5% | -19.2% | +4.7% |
| 3Y | +111.9% | +78.8% | +33.2% | +62.6% |
| 5Y | +151.8% | +70.9% | +81.0% | +90.6% |
| 10Y | +138.7% | +317.1% | -178.4% | +23.6% |
| All | +65.3% | +224.6% | -159.3% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling