+303.5%
EWY vs KMI
+136.8%
+166.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.4% |
| 7D | -0.1% | -1.7% | +1.6% | +0.5% |
| 30D | +7.3% | -2.7% | +10.0% | +8.1% |
| 3M | -5.1% | -0.7% | -4.5% | -5.5% |
| 6M | +42.1% | -5.0% | +47.0% | +43.1% |
| YTD | +94.1% | +15.5% | +78.7% | +81.5% |
| 1Y | +147.8% | +16.4% | +131.4% | +130.5% |
| 3Y | +222.9% | +114.2% | +108.8% | +131.6% |
| 5Y | +150.6% | +153.3% | -2.6% | +66.2% |
| All | +303.5% | +136.8% | +166.7% | +161.1% |
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