+129.5%
KMI vs IAG
+427.6%
-298.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.7% | -1.1% | -0.6% | -1.6% |
| 30D | -2.7% | +12.1% | -14.9% | -3.8% |
| 3M | -0.7% | +25.5% | -26.2% | -3.0% |
| 6M | -5.0% | -7.1% | +2.1% | -5.2% |
| YTD | +15.5% | +22.9% | -7.4% | +11.6% |
| 1Y | +16.4% | +83.3% | -66.9% | +7.9% |
| 3Y | +114.2% | +808.5% | -694.4% | +66.3% |
| 5Y | +153.3% | +838.0% | -684.7% | +89.2% |
| All | +129.5% | +427.6% | -298.1% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling