+184.7%
IYR vs KMI
+111.3%
+73.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -2.5% | +3.7% | -6.2% | -3.8% |
| 3M | +1.5% | +3.2% | -1.7% | +0.2% |
| 6M | +3.9% | -3.0% | +6.8% | +4.5% |
| YTD | +9.5% | +19.7% | -10.1% | +2.7% |
| 1Y | +7.5% | +25.6% | -18.2% | -1.0% |
| 3Y | +30.8% | +120.2% | -89.4% | -0.8% |
| 5Y | +4.8% | +160.5% | -155.7% | -25.1% |
| 10Y | +64.3% | +134.8% | -70.5% | +15.1% |
| All | +184.7% | +111.3% | +73.4% | +76.6% |
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