+115.7%
KMI vs ETR
+470.2%
-354.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.3% |
| 7D | -0.4% | +1.4% | -1.8% | -1.0% |
| 30D | +3.7% | +1.9% | +1.8% | +2.7% |
| 3M | +3.2% | +1.0% | +2.2% | +2.5% |
| 6M | -3.0% | +4.8% | -7.8% | -5.7% |
| YTD | +19.7% | +19.5% | +0.1% | +8.9% |
| 1Y | +25.6% | +28.1% | -2.5% | +10.3% |
| 3Y | +120.2% | +151.1% | -30.9% | +37.3% |
| 5Y | +160.5% | +125.2% | +35.3% | +68.7% |
| 10Y | +134.8% | +291.1% | -156.3% | +18.0% |
| All | +115.7% | +470.2% | -354.5% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling