+104.6%
EEM vs KMI
+104.5%
+0.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | -0.7% | -2.1% | +1.4% | 0.0% |
| 30D | +2.4% | -1.7% | +4.1% | +2.8% |
| 3M | +4.2% | -1.9% | +6.0% | +4.4% |
| 6M | +14.8% | -4.3% | +19.1% | +15.6% |
| YTD | +23.1% | +15.8% | +7.3% | +16.1% |
| 1Y | +32.5% | +17.6% | +15.0% | +24.1% |
| 3Y | +85.9% | +113.1% | -27.2% | +39.7% |
| 5Y | +43.6% | +154.0% | -110.4% | +0.3% |
| 10Y | +127.2% | +133.1% | -5.9% | +54.5% |
| All | +104.6% | +104.5% | +0.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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