+116.3%
KMI vs IBB
+86.3%
+30.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +1.6% |
| 7D | -6.5% | +2.7% | -9.2% | -6.9% |
| 30D | -5.1% | +6.3% | -11.4% | -5.9% |
| 3M | 0.0% | +11.1% | -11.1% | -1.8% |
| 6M | -0.9% | +29.2% | -30.1% | -5.8% |
| YTD | +15.4% | +30.2% | -14.8% | +9.2% |
| 1Y | +19.5% | +39.5% | -20.0% | +10.7% |
| 3Y | +116.3% | +92.3% | +24.0% | +75.4% |
| All | +116.3% | +86.3% | +30.0% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling