+129.5%
KMI vs IJR
+172.1%
-42.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | -1.7% | -2.2% | +0.4% | -0.2% |
| 30D | -2.7% | -4.6% | +1.9% | +0.4% |
| 3M | -0.7% | +0.2% | -0.9% | -1.1% |
| 6M | -5.0% | +14.7% | -19.7% | -14.5% |
| YTD | +15.5% | +18.9% | -3.4% | +0.9% |
| 1Y | +16.4% | +19.9% | -3.5% | +0.6% |
| 3Y | +114.2% | +53.0% | +61.1% | +48.8% |
| 5Y | +153.3% | +40.9% | +112.4% | +83.8% |
| All | +129.5% | +172.1% | -42.5% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling