+115.7%
KMI vs EMR
+280.0%
-164.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.1% |
| 7D | -0.4% | +3.1% | -3.4% | -1.9% |
| 30D | +3.7% | -3.5% | +7.2% | +5.4% |
| 3M | +3.2% | +9.8% | -6.6% | -2.8% |
| 6M | -3.0% | +10.8% | -13.8% | -10.3% |
| YTD | +19.7% | +15.9% | +3.7% | +6.6% |
| 1Y | +25.6% | +16.4% | +9.2% | +10.8% |
| 3Y | +120.2% | +62.1% | +58.1% | +53.8% |
| 5Y | +160.5% | +62.9% | +97.6% | +77.2% |
| 10Y | +134.8% | +267.8% | -132.9% | -5.0% |
| All | +115.7% | +280.0% | -164.2% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling