+513.6%
EWT vs KMI
+136.8%
+376.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.1% | -1.7% | +0.6% | -0.7% |
| 30D | +4.5% | -2.7% | +7.2% | +5.2% |
| 3M | +8.3% | -0.7% | +8.9% | +8.0% |
| 6M | +54.2% | -5.0% | +59.2% | +55.5% |
| YTD | +74.6% | +15.5% | +59.1% | +65.6% |
| 1Y | +84.9% | +16.4% | +68.5% | +74.6% |
| 3Y | +197.5% | +114.2% | +83.4% | +130.2% |
| 5Y | +150.6% | +153.3% | -2.7% | +82.6% |
| All | +513.6% | +136.8% | +376.8% | +338.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling