+148.3%
IBM vs KMI
+145.6%
+2.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +10.1% | -3.7% | +13.8% | +10.9% |
| 3M | +4.8% | +1.2% | +3.6% | +4.2% |
| 6M | +12.6% | -0.3% | +12.9% | +11.9% |
| YTD | -13.9% | +19.2% | -33.1% | -19.3% |
| 1Y | -18.7% | +21.7% | -40.4% | -24.4% |
| 3Y | +81.9% | +120.4% | -38.5% | +38.0% |
| 5Y | +148.3% | +144.9% | +3.4% | +83.5% |
| All | +148.3% | +145.6% | +2.7% | +83.5% |
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