+157.8%
KMI vs ETR
+126.1%
+31.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | -1.8% | +0.4% | -2.1% | -1.9% |
| 30D | +0.1% | +2.0% | -2.0% | -0.8% |
| 3M | +1.2% | -1.7% | +2.8% | +1.8% |
| 6M | -3.9% | +3.6% | -7.5% | -5.7% |
| YTD | +17.5% | +18.0% | -0.5% | +8.8% |
| 1Y | +22.6% | +26.2% | -3.6% | +10.0% |
| 3Y | +116.3% | +148.0% | -31.7% | +45.0% |
| All | +157.8% | +126.1% | +31.7% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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