+209.4%
IEFA vs KMI
+78.0%
+131.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.5% |
| 7D | -2.4% | -2.1% | -0.4% | -1.9% |
| 30D | -2.1% | -1.7% | -0.4% | -1.7% |
| 3M | +5.5% | -1.9% | +7.4% | +5.8% |
| 6M | +8.1% | -4.3% | +12.5% | +8.9% |
| YTD | +11.9% | +15.8% | -3.9% | +6.5% |
| 1Y | +18.1% | +17.6% | +0.5% | +11.7% |
| 3Y | +65.5% | +113.1% | -47.7% | +29.5% |
| 5Y | +50.1% | +154.0% | -103.9% | +10.7% |
| 10Y | +144.2% | +133.1% | +11.1% | +75.8% |
| All | +209.4% | +78.0% | +131.4% | +132.0% |
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