+129.5%
KMI vs EME
+1,362.1%
-1,232.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.7% |
| 7D | -1.7% | +3.5% | -5.2% | -2.9% |
| 30D | -2.7% | -6.3% | +3.6% | -0.8% |
| 3M | -0.7% | -3.8% | +3.1% | -0.8% |
| 6M | -5.0% | +8.5% | -13.5% | -10.1% |
| YTD | +15.5% | +27.8% | -12.3% | +2.1% |
| 1Y | +16.4% | +22.2% | -5.8% | +2.4% |
| 3Y | +114.2% | +253.5% | -139.3% | +14.5% |
| 5Y | +153.3% | +578.6% | -425.4% | -3.3% |
| All | +129.5% | +1,362.1% | -1,232.6% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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