+316.2%
EWY vs KMI
+107.5%
+208.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +1.1% |
| 7D | +6.7% | -1.8% | +8.4% | +7.3% |
| 30D | +17.0% | +0.1% | +16.9% | +16.7% |
| 3M | +3.7% | +1.2% | +2.5% | +2.6% |
| 6M | +42.5% | -3.9% | +46.4% | +43.0% |
| YTD | +96.2% | +17.5% | +78.7% | +83.4% |
| 1Y | +160.4% | +22.6% | +137.7% | +139.2% |
| 3Y | +231.7% | +116.3% | +115.4% | +145.0% |
| 5Y | +153.3% | +157.6% | -4.3% | +74.1% |
| 10Y | +308.8% | +136.6% | +172.3% | +173.1% |
| All | +316.2% | +107.5% | +208.7% | +160.3% |
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