+143.8%
IBM vs KMI
+136.8%
+7.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.6% | -1.7% | +5.3% | +4.2% |
| 30D | +3.1% | -2.7% | +5.8% | +3.9% |
| 3M | -10.8% | -0.7% | -10.2% | -11.1% |
| 6M | -0.8% | -5.0% | +4.2% | +0.2% |
| YTD | -16.2% | +15.5% | -31.7% | -21.6% |
| 1Y | -2.9% | +16.4% | -19.3% | -9.6% |
| 3Y | +79.8% | +114.2% | -34.3% | +30.5% |
| 5Y | +124.9% | +153.3% | -28.4% | +50.7% |
| All | +143.8% | +136.8% | +7.0% | +61.9% |
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