+175.2%
IBM vs KMI
+112.8%
+62.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.6% | +6.5% | -5.0% | -0.3% |
| 30D | +9.2% | -3.4% | +12.6% | +10.1% |
| 3M | +4.9% | +0.4% | +4.5% | +4.5% |
| 6M | +16.8% | -0.9% | +17.7% | +16.2% |
| YTD | -14.3% | +20.5% | -34.8% | -19.8% |
| 1Y | -16.7% | +23.2% | -39.9% | -22.7% |
| 3Y | +82.2% | +121.6% | -39.4% | +40.4% |
| 5Y | +149.9% | +149.1% | +0.9% | +84.0% |
| 10Y | +142.6% | +158.3% | -15.7% | +70.8% |
| All | +175.2% | +112.8% | +62.5% | +87.6% |
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 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