+111.9%
KMI vs EWJ
+186.8%
-74.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.2% |
| 7D | -1.8% | +1.0% | -2.8% | -2.4% |
| 30D | +0.1% | +1.0% | -0.9% | -0.7% |
| 3M | +1.2% | +7.2% | -6.1% | -4.0% |
| 6M | -3.9% | +13.9% | -17.8% | -12.9% |
| YTD | +17.5% | +20.8% | -3.3% | +2.0% |
| 1Y | +22.6% | +26.4% | -3.7% | +3.0% |
| 3Y | +116.3% | +71.8% | +44.5% | +43.7% |
| 5Y | +157.6% | +49.9% | +107.7% | +86.9% |
| 10Y | +136.6% | +140.0% | -3.4% | +24.3% |
| All | +111.9% | +186.8% | -74.9% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling