+157.6%
KMI vs EMB
+7.1%
+150.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +0.1% | -0.3% | +0.3% | +0.2% |
| 3M | +1.2% | -0.3% | +1.4% | +1.2% |
| 6M | -3.9% | +0.7% | -4.7% | -4.5% |
| YTD | +17.5% | +1.3% | +16.3% | +16.4% |
| 1Y | +22.6% | +4.7% | +18.0% | +18.9% |
| 3Y | +116.3% | +30.1% | +86.2% | +85.1% |
| 5Y | +157.6% | +6.9% | +150.7% | +123.2% |
| All | +157.6% | +7.1% | +150.5% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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