+115.7%
KMI vs IAG
+4.2%
+111.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.7% | +2.0% |
| 7D | -0.4% | +4.3% | -4.6% | -0.7% |
| 30D | +3.7% | +9.8% | -6.1% | +2.8% |
| 3M | +3.2% | +28.9% | -25.7% | +0.8% |
| 6M | -3.0% | -7.6% | +4.6% | -3.2% |
| YTD | +19.7% | +22.0% | -2.3% | +16.3% |
| 1Y | +25.6% | +99.5% | -73.9% | +16.9% |
| 3Y | +120.2% | +818.3% | -698.0% | +78.0% |
| 5Y | +160.5% | +785.9% | -625.4% | +105.4% |
| 10Y | +134.8% | +381.1% | -246.3% | +85.0% |
| All | +115.7% | +4.2% | +111.5% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling