+117.2%
KMI vs EMB
+83.7%
+33.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +6.5% | -0.9% | +7.4% | +7.7% |
| 30D | -3.4% | +0.4% | -3.8% | -4.0% |
| 3M | +0.4% | -3.1% | +3.5% | +4.2% |
| 6M | -0.9% | -2.1% | +1.1% | +1.2% |
| YTD | +20.5% | -1.1% | +21.6% | +21.3% |
| 1Y | +23.2% | -0.1% | +23.2% | +22.3% |
| 3Y | +121.6% | +29.6% | +92.0% | +57.9% |
| 5Y | +149.1% | +7.2% | +141.9% | +131.1% |
| 10Y | +158.3% | +35.5% | +122.8% | +75.5% |
| All | +117.2% | +83.7% | +33.6% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling