+157.6%
KMI vs EW
-29.9%
+187.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -1.8% | -5.1% | +3.4% | -1.2% |
| 30D | +0.1% | -6.4% | +6.4% | +0.8% |
| 3M | +1.2% | -1.6% | +2.7% | +1.2% |
| 6M | -3.9% | +2.3% | -6.2% | -4.4% |
| YTD | +17.5% | +1.1% | +16.4% | +17.0% |
| 1Y | +22.6% | +8.0% | +14.7% | +21.0% |
| 3Y | +116.3% | +16.3% | +99.9% | +106.3% |
| 5Y | +157.6% | -29.4% | +187.0% | +156.8% |
| All | +157.6% | -29.9% | +187.5% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling