+130.2%
KMI vs EMR
+274.4%
-144.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.8% |
| 7D | -2.1% | -1.2% | -0.8% | -1.5% |
| 30D | -1.7% | -9.4% | +7.7% | +3.3% |
| 3M | -1.9% | +8.6% | -10.5% | -7.0% |
| 6M | -4.3% | +6.7% | -11.0% | -9.9% |
| YTD | +15.8% | +13.1% | +2.7% | +4.2% |
| 1Y | +17.6% | +12.7% | +4.8% | +5.1% |
| 3Y | +113.1% | +58.1% | +55.1% | +47.7% |
| 5Y | +154.0% | +63.6% | +90.3% | +67.5% |
| All | +130.2% | +274.4% | -144.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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