+166.4%
IWM vs KMI
+136.8%
+29.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -2.4% | -1.7% | -0.7% | -1.6% |
| 30D | -4.6% | -2.7% | -1.8% | -3.5% |
| 3M | -0.3% | -0.7% | +0.4% | -0.4% |
| 6M | +14.7% | -5.0% | +19.7% | +16.5% |
| YTD | +17.8% | +15.5% | +2.4% | +8.4% |
| 1Y | +21.2% | +16.4% | +4.8% | +10.7% |
| 3Y | +62.3% | +114.2% | -51.8% | +6.8% |
| 5Y | +38.7% | +153.3% | -114.5% | -16.8% |
| All | +166.4% | +136.8% | +29.5% | +56.1% |
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 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