-13.2%
EWZ vs KMI
+99.7%
-113.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -1.5% | -10.8% | +9.3% | +4.0% |
| 30D | -24.5% | -5.0% | -19.5% | -22.7% |
| 3M | -10.7% | -3.4% | -7.3% | -9.5% |
| 6M | -19.1% | -3.4% | -15.7% | -18.4% |
| YTD | +1.6% | +13.1% | -11.5% | -5.6% |
| 1Y | +4.3% | +19.0% | -14.7% | -5.6% |
| 3Y | +19.0% | +106.1% | -87.2% | -21.2% |
| 5Y | +57.7% | +130.1% | -72.4% | -2.2% |
| 10Y | +51.3% | +151.9% | -100.6% | -13.0% |
| All | -13.2% | +99.7% | -113.0% | -49.0% |
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