+147.3%
IBM vs KMI
+158.9%
-11.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.6% | +6.5% | -5.0% | -0.7% |
| 30D | +9.2% | -3.4% | +12.6% | +10.3% |
| 3M | +4.9% | +0.4% | +4.5% | +4.3% |
| 6M | +16.8% | -0.9% | +17.7% | +16.1% |
| YTD | -14.3% | +20.5% | -34.8% | -21.3% |
| 1Y | -16.7% | +23.2% | -39.9% | -24.2% |
| 3Y | +82.2% | +121.6% | -39.4% | +30.0% |
| 5Y | +149.9% | +149.1% | +0.9% | +67.4% |
| All | +147.3% | +158.9% | -11.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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