+108.8%
KMI vs IFF
+116.6%
-7.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.2% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | -1.9% | +13.8% | -15.7% | -6.3% |
| 6M | -4.3% | +16.7% | -21.0% | -10.6% |
| YTD | +15.8% | +26.1% | -10.3% | +5.0% |
| 1Y | +17.6% | +33.5% | -15.9% | +4.2% |
| 3Y | +113.1% | +31.6% | +81.5% | +82.6% |
| 5Y | +154.0% | -34.9% | +188.9% | +173.6% |
| 10Y | +133.1% | -20.3% | +153.4% | +114.1% |
| All | +108.8% | +116.6% | -7.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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