+108.2%
KMI vs IJH
+388.1%
-280.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | -1.7% | -1.9% | +0.1% | -0.3% |
| 30D | -2.7% | -4.6% | +1.9% | +0.9% |
| 3M | -0.7% | -1.2% | +0.5% | -0.1% |
| 6M | -5.0% | +9.4% | -14.4% | -12.5% |
| YTD | +15.5% | +13.3% | +2.1% | +2.9% |
| 1Y | +16.4% | +13.4% | +3.0% | +3.4% |
| 3Y | +114.2% | +50.4% | +63.7% | +46.9% |
| 5Y | +153.3% | +49.0% | +104.3% | +71.1% |
| 10Y | +132.4% | +182.6% | -50.2% | -10.8% |
| All | +108.2% | +388.1% | -280.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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