+140.8%
IEMG vs KMI
+136.8%
+4.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -1.7% | +0.4% | -0.8% |
| 30D | +1.9% | -2.7% | +4.7% | +2.7% |
| 3M | +1.4% | -0.7% | +2.1% | +1.2% |
| 6M | +15.2% | -5.0% | +20.1% | +16.2% |
| YTD | +23.8% | +15.5% | +8.4% | +16.9% |
| 1Y | +30.7% | +16.4% | +14.2% | +22.8% |
| 3Y | +83.3% | +114.2% | -30.9% | +36.8% |
| 5Y | +48.8% | +153.3% | -104.5% | +3.3% |
| All | +140.8% | +136.8% | +4.0% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling