+66.0%
IWM vs KMI
+121.9%
-55.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.0% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | -2.3% | +3.7% | -5.9% | -3.6% |
| 3M | +4.0% | +3.2% | +0.8% | +2.5% |
| 6M | +17.9% | -3.0% | +20.9% | +18.6% |
| YTD | +20.2% | +19.7% | +0.5% | +10.8% |
| 1Y | +25.0% | +25.6% | -0.7% | +12.3% |
| 3Y | +66.0% | +120.2% | -54.2% | +3.7% |
| All | +66.0% | +121.9% | -55.9% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling