-11.5%
EWZ vs KMI
+103.8%
-115.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | -0.1% | +1.0% |
| 7D | +1.4% | -6.5% | +7.9% | +4.7% |
| 30D | -25.1% | -5.1% | -20.0% | -23.2% |
| 3M | -7.7% | 0.0% | -7.7% | -8.0% |
| 6M | -15.8% | -0.9% | -15.0% | -16.2% |
| YTD | +3.6% | +15.4% | -11.8% | -4.7% |
| 1Y | +5.5% | +19.5% | -14.0% | -4.7% |
| 3Y | +22.1% | +116.3% | -94.2% | -21.0% |
| 5Y | +58.3% | +136.6% | -78.2% | -3.2% |
| 10Y | +50.3% | +139.6% | -89.3% | -11.9% |
| All | -11.5% | +103.8% | -115.3% | -48.5% |
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