+108.2%
KMI vs IDXX
+1,242.5%
-1,134.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -5.7% | +4.0% | -0.5% |
| 30D | -2.7% | -11.5% | +8.8% | -0.3% |
| 3M | -0.7% | -9.5% | +8.9% | +1.1% |
| 6M | -5.0% | -16.0% | +11.0% | -2.0% |
| YTD | +15.5% | -25.4% | +40.9% | +21.9% |
| 1Y | +16.4% | -21.8% | +38.2% | +20.9% |
| 3Y | +114.2% | +7.0% | +107.1% | +100.2% |
| 5Y | +153.3% | -26.0% | +179.2% | +153.3% |
| 10Y | +132.4% | +358.9% | -226.5% | +27.8% |
| All | +108.2% | +1,242.5% | -1,134.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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