+23.7%
IWM vs KMI
+149.2%
-125.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -2.2% |
| 7D | +2.8% | +6.0% | -3.3% | +0.2% |
| 30D | +0.6% | -3.4% | +4.0% | +1.8% |
| 3M | -7.8% | +1.8% | -9.6% | -9.0% |
| 6M | -1.0% | +0.4% | -1.4% | -2.2% |
| YTD | +13.9% | +20.8% | -7.0% | +2.0% |
| 1Y | +15.4% | +23.0% | -7.5% | +2.4% |
| 3Y | +70.2% | +123.3% | -53.1% | +3.2% |
| 5Y | +23.7% | +149.8% | -126.1% | -29.4% |
| All | +23.7% | +149.2% | -125.5% | -29.4% |
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