+8.1%
EWZ vs KMI
+26.0%
-17.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.4% |
| 7D | -4.1% | -5.2% | +1.2% | -3.1% |
| 30D | -25.0% | +1.2% | -26.2% | -24.7% |
| 3M | -10.6% | +1.3% | -12.0% | -10.4% |
| 6M | -16.6% | -1.1% | -15.5% | -16.4% |
| YTD | +2.5% | +19.0% | -16.5% | -2.9% |
| 1Y | +8.1% | +26.6% | -18.5% | +0.7% |
| All | +8.1% | +26.0% | -17.9% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling