+29.1%
IYR vs KMI
+111.5%
-82.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.4% | -1.7% | +0.4% | -0.9% |
| 30D | -2.7% | -2.7% | +0.1% | -2.0% |
| 3M | -2.1% | -0.7% | -1.5% | -2.1% |
| 6M | +3.6% | -5.0% | +8.6% | +4.8% |
| YTD | +8.1% | +15.5% | -7.3% | +2.4% |
| 1Y | +4.7% | +16.4% | -11.7% | -1.3% |
| 3Y | +29.1% | +114.2% | -85.0% | -17.3% |
| All | +29.1% | +111.5% | -82.4% | -17.3% |
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 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