+40.0%
ICE vs KMI
+151.2%
-111.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | 0.0% |
| 7D | -5.3% | -2.1% | -3.3% | -4.8% |
| 30D | +3.0% | -1.7% | +4.7% | +3.4% |
| 3M | +11.4% | -1.9% | +13.3% | +11.7% |
| 6M | -2.0% | -4.3% | +2.3% | -1.2% |
| YTD | -3.1% | +15.8% | -18.9% | -8.1% |
| 1Y | -8.4% | +17.6% | -26.0% | -13.7% |
| 3Y | +40.7% | +113.1% | -72.4% | +5.0% |
| 5Y | +40.0% | +154.0% | -114.0% | +0.7% |
| All | +40.0% | +151.2% | -111.2% | +0.7% |
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 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