+38.2%
IWM vs KMI
+157.3%
-119.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.6% |
| 7D | -1.1% | -1.8% | +0.6% | -0.4% |
| 30D | -3.1% | +0.1% | -3.2% | -3.3% |
| 3M | +2.2% | +1.2% | +1.1% | +1.2% |
| 6M | +15.1% | -3.9% | +19.0% | +16.2% |
| YTD | +18.6% | +17.5% | +1.0% | +8.1% |
| 1Y | +24.0% | +22.6% | +1.3% | +10.2% |
| 3Y | +63.7% | +116.3% | -52.6% | +2.6% |
| 5Y | +38.2% | +157.6% | -119.4% | -23.7% |
| All | +38.2% | +157.3% | -119.1% | -23.7% |
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 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