+111.8%
KMI vs EW
+509.4%
-397.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +0.9% | +1.0% | -0.1% | +0.7% |
| 3M | 0.0% | +2.8% | -2.8% | -0.8% |
| 6M | -5.7% | +5.5% | -11.2% | -7.2% |
| YTD | +17.5% | +5.5% | +12.0% | +15.4% |
| 1Y | +22.3% | +11.0% | +11.2% | +18.6% |
| 3Y | +111.9% | +17.7% | +94.2% | +96.2% |
| 5Y | +151.8% | -25.7% | +177.6% | +154.7% |
| 10Y | +138.7% | +132.8% | +5.9% | +82.4% |
| All | +111.8% | +509.4% | -397.6% | +29.8% |
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 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