+129.5%
KMI vs EW
+120.5%
+9.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | -1.7% | -6.2% | +4.4% | -0.3% |
| 30D | -2.7% | -9.3% | +6.6% | -0.6% |
| 3M | -0.7% | -1.6% | +0.9% | -0.5% |
| 6M | -5.0% | -0.8% | -4.1% | -5.3% |
| YTD | +15.5% | -1.0% | +16.5% | +14.9% |
| 1Y | +16.4% | +8.2% | +8.3% | +13.2% |
| 3Y | +114.2% | +12.7% | +101.5% | +97.7% |
| 5Y | +153.3% | -30.2% | +183.5% | +162.1% |
| All | +129.5% | +120.5% | +9.1% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling