+118.0%
KMI vs EMR
+60.1%
+57.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -1.8% | +0.9% | -2.7% | -1.9% |
| 30D | +0.1% | -5.0% | +5.0% | +0.8% |
| 3M | +1.2% | +5.9% | -4.8% | -0.2% |
| 6M | -3.9% | +7.3% | -11.2% | -5.8% |
| YTD | +17.5% | +14.6% | +3.0% | +12.5% |
| 1Y | +22.6% | +15.6% | +7.0% | +16.7% |
| All | +118.0% | +60.1% | +57.9% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling