+179.8%
EFA vs KMI
+107.5%
+72.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -0.5% | -1.8% | +1.3% | +0.1% |
| 30D | -1.3% | +0.1% | -1.4% | -1.5% |
| 3M | +5.2% | +1.2% | +4.0% | +4.5% |
| 6M | +9.4% | -3.9% | +13.3% | +10.1% |
| YTD | +12.7% | +17.5% | -4.8% | +6.4% |
| 1Y | +19.3% | +22.6% | -3.4% | +10.8% |
| 3Y | +66.3% | +116.3% | -50.0% | +27.1% |
| 5Y | +53.4% | +157.6% | -104.3% | +9.8% |
| 10Y | +144.4% | +136.6% | +7.9% | +71.0% |
| All | +179.8% | +107.5% | +72.3% | +83.5% |
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