+117.9%
KMI vs EW
+617.2%
-499.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.0% | +4.9% | +1.1% | +5.0% |
| 30D | -3.4% | +24.1% | -27.5% | -7.8% |
| 3M | +1.8% | +13.7% | -11.9% | -1.2% |
| 6M | +0.4% | +32.7% | -32.2% | -5.9% |
| YTD | +20.8% | +24.1% | -3.3% | +14.4% |
| 1Y | +23.0% | +23.6% | -0.6% | +16.5% |
| 3Y | +123.3% | +64.8% | +58.5% | +91.4% |
| 5Y | +149.8% | -8.8% | +158.6% | +141.3% |
| 10Y | +159.0% | +248.8% | -89.8% | +83.7% |
| All | +117.9% | +617.2% | -499.4% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling