+129.5%
KMI vs VWO
+117.1%
+12.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -1.7% | -1.8% | +0.1% | -0.6% |
| 30D | -2.7% | -0.1% | -2.6% | -2.8% |
| 3M | -0.7% | +2.2% | -2.9% | -2.5% |
| 6M | -5.0% | +8.8% | -13.7% | -11.2% |
| YTD | +15.5% | +12.4% | +3.1% | +5.2% |
| 1Y | +16.4% | +15.6% | +0.9% | +3.8% |
| 3Y | +114.2% | +62.5% | +51.6% | +47.8% |
| 5Y | +153.3% | +34.3% | +119.0% | +99.2% |
| All | +129.5% | +117.1% | +12.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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