+130.2%
KMI vs IBB
+125.2%
+5.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | -2.1% | -5.2% | +3.2% | +0.1% |
| 30D | -1.7% | +1.5% | -3.1% | -2.6% |
| 3M | -1.9% | +22.1% | -24.0% | -10.3% |
| 6M | -4.3% | +17.7% | -22.1% | -11.6% |
| YTD | +15.8% | +20.2% | -4.4% | +5.7% |
| 1Y | +17.6% | +44.4% | -26.9% | -1.4% |
| 3Y | +113.1% | +61.1% | +52.0% | +66.9% |
| 5Y | +154.0% | +18.5% | +135.5% | +128.6% |
| All | +130.2% | +125.2% | +5.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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