+185.7%
IONQ vs KMI
+223.2%
-37.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.3% | -10.7% | -10.3% |
| 7D | +16.8% | +6.0% | +10.7% | +11.9% |
| 30D | -11.1% | -3.4% | -7.7% | -9.4% |
| 3M | -31.7% | +1.8% | -33.5% | -33.4% |
| 6M | -44.8% | +0.4% | -45.2% | -46.7% |
| YTD | -31.2% | +20.8% | -52.1% | -43.4% |
| 1Y | -39.1% | +23.0% | -62.1% | -50.6% |
| 3Y | +189.5% | +123.3% | +66.2% | +52.2% |
| 5Y | +53.2% | +149.8% | -96.6% | -21.5% |
| All | +185.7% | +223.2% | -37.5% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling