+120.6%
IBM vs KMI
+157.3%
-36.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.9% |
| 7D | +3.6% | -1.8% | +5.3% | +4.0% |
| 30D | +1.5% | +0.1% | +1.5% | +1.3% |
| 3M | -12.9% | +1.2% | -14.1% | -13.6% |
| 6M | -3.9% | -3.9% | 0.0% | -3.4% |
| YTD | -17.3% | +17.5% | -34.9% | -22.5% |
| 1Y | -5.0% | +22.6% | -27.6% | -12.5% |
| 3Y | +78.2% | +116.3% | -38.1% | +31.8% |
| 5Y | +120.6% | +157.6% | -37.0% | +55.6% |
| All | +120.6% | +157.3% | -36.7% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling