+55.0%
EWZ vs KMI
+152.8%
-97.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +6.5% | -0.5% | +7.0% | +6.7% |
| 30D | +4.8% | +0.9% | +3.9% | +4.3% |
| 3M | +9.9% | 0.0% | +9.9% | +9.4% |
| 6M | +1.9% | -5.7% | +7.6% | +3.7% |
| YTD | +20.3% | +17.5% | +2.8% | +11.1% |
| 1Y | +35.6% | +22.3% | +13.3% | +22.7% |
| 3Y | +43.4% | +111.9% | -68.5% | -7.8% |
| All | +55.0% | +152.8% | -97.8% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling