+111.9%
KMI vs IEF
+41.5%
+70.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.9% |
| 7D | -1.8% | -0.3% | -1.4% | -1.9% |
| 30D | +0.1% | -0.6% | +0.6% | -0.2% |
| 3M | +1.2% | -1.0% | +2.2% | +0.7% |
| 6M | -3.9% | -3.1% | -0.8% | -5.4% |
| YTD | +17.5% | -1.9% | +19.4% | +16.5% |
| 1Y | +22.6% | -1.4% | +24.0% | +21.9% |
| 3Y | +116.3% | +9.8% | +106.5% | +127.7% |
| 5Y | +157.6% | -8.8% | +166.4% | +128.7% |
| 10Y | +136.6% | +4.7% | +131.9% | +140.2% |
| All | +111.9% | +41.5% | +70.4% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling