+115.7%
KMI vs EME
+2,544.4%
-2,428.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.0% |
| 7D | -0.4% | +5.2% | -5.5% | -2.1% |
| 30D | +3.7% | -5.4% | +9.0% | +5.4% |
| 3M | +3.2% | -6.1% | +9.3% | +3.6% |
| 6M | -3.0% | +9.7% | -12.6% | -8.7% |
| YTD | +19.7% | +26.6% | -6.9% | +5.9% |
| 1Y | +25.6% | +24.6% | +1.0% | +9.5% |
| 3Y | +120.2% | +249.6% | -129.4% | +19.8% |
| 5Y | +160.5% | +556.6% | -396.1% | +4.6% |
| 10Y | +134.8% | +1,286.6% | -1,151.8% | -34.9% |
| All | +115.7% | +2,544.4% | -2,428.6% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling