+111.8%
KMI vs IBN
+346.0%
-234.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.5% | +1.4% | -1.9% | -0.9% |
| 30D | +0.9% | -0.3% | +1.2% | +1.0% |
| 3M | 0.0% | +17.1% | -17.1% | -4.2% |
| 6M | -5.7% | +3.4% | -9.1% | -6.9% |
| YTD | +17.5% | +2.5% | +15.0% | +15.9% |
| 1Y | +22.3% | -4.2% | +26.4% | +22.7% |
| 3Y | +111.9% | +32.4% | +79.5% | +92.5% |
| 5Y | +151.8% | +59.2% | +92.7% | +114.7% |
| 10Y | +138.7% | +345.7% | -207.0% | +47.7% |
| All | +111.8% | +346.0% | -234.1% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling