+317.9%
IWM vs KMI
+112.8%
+205.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.4% | +6.5% | -5.1% | -1.1% |
| 30D | +2.3% | -3.4% | +5.7% | +3.5% |
| 3M | -8.3% | +0.4% | -8.7% | -8.9% |
| 6M | -1.3% | -0.9% | -0.4% | -1.8% |
| YTD | +13.5% | +20.5% | -7.0% | +3.8% |
| 1Y | +18.4% | +23.2% | -4.8% | +7.1% |
| 3Y | +69.6% | +121.6% | -52.0% | +18.7% |
| 5Y | +23.3% | +149.1% | -125.8% | -18.0% |
| 10Y | +147.0% | +158.3% | -11.3% | +55.1% |
| All | +317.9% | +112.8% | +205.2% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling