+129.5%
KMI vs EWJ
+144.4%
-14.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.7% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | -2.7% | +0.8% | -3.5% | -3.4% |
| 3M | -0.7% | +7.5% | -8.2% | -6.0% |
| 6M | -5.0% | +15.6% | -20.6% | -15.2% |
| YTD | +15.5% | +22.7% | -7.3% | -1.9% |
| 1Y | +16.4% | +26.4% | -10.0% | -3.5% |
| 3Y | +114.2% | +72.5% | +41.6% | +34.6% |
| 5Y | +153.3% | +52.4% | +100.8% | +77.1% |
| All | +129.5% | +144.4% | -14.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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