+636.4%
ICE vs KMI
+107.5%
+529.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +7.6% | +0.9% | +6.7% | +7.2% |
| 3M | +13.9% | 0.0% | +14.0% | +13.7% |
| 6M | -2.4% | -5.7% | +3.3% | -1.1% |
| YTD | +0.3% | +17.5% | -17.2% | -4.6% |
| 1Y | -6.4% | +22.3% | -28.7% | -12.1% |
| 3Y | +43.1% | +111.9% | -68.8% | +14.1% |
| 5Y | +42.1% | +151.8% | -109.7% | +7.3% |
| 10Y | +220.9% | +138.7% | +82.3% | +131.9% |
| All | +636.4% | +107.5% | +529.0% | +371.1% |
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