+16.4%
KMI vs EMR
+15.3%
+1.1%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.2% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | -2.7% | -6.8% | +4.0% | -3.0% |
| 3M | -0.7% | +7.5% | -8.1% | -0.4% |
| 6M | -5.0% | +9.9% | -14.8% | -4.6% |
| YTD | +15.5% | +16.0% | -0.5% | +14.3% |
| 1Y | +16.4% | +12.4% | +4.0% | +15.7% |
| All | +16.4% | +15.3% | +1.1% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling