+50.4%
IEFA vs KMI
+151.4%
-100.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -1.7% | +0.2% | -1.1% |
| 30D | -1.5% | -2.7% | +1.2% | -0.9% |
| 3M | +3.4% | -0.7% | +4.1% | +3.3% |
| 6M | +9.5% | -5.0% | +14.5% | +10.4% |
| YTD | +13.0% | +15.5% | -2.4% | +7.3% |
| 1Y | +18.0% | +16.4% | +1.6% | +11.5% |
| 3Y | +65.4% | +114.2% | -48.8% | +23.3% |
| All | +50.4% | +151.4% | -100.9% | +5.2% |
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