+130.2%
KMI vs IBN
+316.4%
-186.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -2.1% | -5.5% | +3.4% | -0.5% |
| 30D | -1.7% | -3.4% | +1.7% | -0.8% |
| 3M | -1.9% | +8.7% | -10.6% | -4.3% |
| 6M | -4.3% | +3.7% | -8.1% | -5.8% |
| YTD | +15.8% | -2.4% | +18.2% | +15.7% |
| 1Y | +17.6% | -8.1% | +25.7% | +19.4% |
| 3Y | +113.1% | +26.3% | +86.8% | +94.2% |
| 5Y | +154.0% | +54.9% | +99.1% | +114.3% |
| All | +130.2% | +316.4% | -186.2% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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