+116.2%
KMI vs IBB
+68.5%
+47.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -0.5% | +1.4% | -1.9% | -0.8% |
| 30D | +0.9% | +10.5% | -9.6% | -1.2% |
| 3M | 0.0% | +23.6% | -23.7% | -4.5% |
| 6M | -5.7% | +22.6% | -28.3% | -9.9% |
| YTD | +17.5% | +25.7% | -8.2% | +11.3% |
| 1Y | +22.3% | +51.4% | -29.1% | +9.3% |
| All | +116.2% | +68.5% | +47.8% | +82.6% |
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