+69.5%
KMI vs ESI
+198.2%
-128.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +6.5% | +5.5% | +1.0% | +4.8% |
| 30D | -3.4% | -7.8% | +4.3% | -1.5% |
| 3M | +0.4% | -15.0% | +15.4% | +4.4% |
| 6M | -0.9% | -24.9% | +24.0% | +5.3% |
| YTD | +20.5% | +33.2% | -12.7% | +5.0% |
| 1Y | +23.2% | +24.9% | -1.8% | +9.2% |
| 3Y | +121.6% | +77.8% | +43.9% | +68.9% |
| 5Y | +149.1% | +37.1% | +111.9% | +101.9% |
| 10Y | +158.3% | +320.5% | -162.2% | +33.1% |
| All | +69.5% | +198.2% | -128.7% | -5.1% |
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