+150.6%
KMI vs IEF
-9.5%
+160.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.7% |
| 30D | -2.7% | -1.7% | -1.0% | -2.7% |
| 3M | -0.7% | -2.5% | +1.9% | -0.5% |
| 6M | -5.0% | -3.3% | -1.7% | -4.8% |
| YTD | +15.5% | -2.8% | +18.3% | +15.7% |
| 1Y | +16.4% | -2.7% | +19.2% | +16.6% |
| 3Y | +114.2% | +8.9% | +105.3% | +111.6% |
| All | +150.6% | -9.5% | +160.1% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling