+144.9%
KMI vs EW
-11.1%
+156.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +0.2% | +6.5% | -6.3% | -0.4% |
| 30D | -3.7% | +22.5% | -26.1% | -5.8% |
| 3M | +1.2% | +13.0% | -11.7% | -0.2% |
| 6M | -0.3% | +37.1% | -37.4% | -4.0% |
| YTD | +19.2% | +24.1% | -4.9% | +16.0% |
| 1Y | +21.7% | +24.2% | -2.6% | +18.3% |
| 3Y | +120.4% | +64.8% | +55.6% | +99.7% |
| 5Y | +144.9% | -7.4% | +152.3% | +138.5% |
| All | +144.9% | -11.1% | +156.0% | +138.5% |
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 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