+26.6%
KMI vs IJR
+24.2%
+2.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.0% |
| 7D | -5.2% | +2.3% | -7.5% | -5.1% |
| 30D | +1.2% | +2.8% | -1.6% | +1.4% |
| 3M | +1.3% | -4.6% | +6.0% | +1.3% |
| 6M | -1.1% | +5.7% | -6.8% | -1.2% |
| YTD | +19.0% | +19.9% | -0.9% | +17.5% |
| 1Y | +26.6% | +24.2% | +2.4% | +24.1% |
| All | +26.6% | +24.2% | +2.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling