+156.7%
IBM vs KMI
+111.3%
+45.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.7% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -1.5% | +3.7% | -5.1% | -2.7% |
| 3M | -16.8% | +3.2% | -19.9% | -17.8% |
| 6M | -9.0% | -3.0% | -6.0% | -8.8% |
| YTD | -20.1% | +19.7% | -39.7% | -24.9% |
| 1Y | -7.0% | +25.6% | -32.6% | -14.1% |
| 3Y | +72.4% | +120.2% | -47.8% | +33.2% |
| 5Y | +112.0% | +160.5% | -48.5% | +54.5% |
| 10Y | +131.6% | +134.8% | -3.3% | +66.4% |
| All | +156.7% | +111.3% | +45.4% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling