+117.2%
KMI vs EW
+626.4%
-509.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +6.5% | +4.9% | +1.6% | +5.5% |
| 30D | -3.4% | +23.9% | -27.4% | -7.8% |
| 3M | +0.4% | +15.8% | -15.4% | -2.9% |
| 6M | -0.9% | +31.7% | -32.6% | -7.0% |
| YTD | +20.5% | +25.7% | -5.2% | +13.8% |
| 1Y | +23.2% | +24.4% | -1.3% | +16.5% |
| 3Y | +121.6% | +65.9% | +55.7% | +89.7% |
| 5Y | +149.1% | -7.6% | +156.7% | +140.0% |
| 10Y | +158.3% | +253.2% | -94.9% | +82.7% |
| All | +117.2% | +626.4% | -509.1% | +28.0% |
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