+99.0%
KMI vs INDA
+109.8%
-10.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -1.8% | -2.6% | +0.8% | -0.5% |
| 30D | +0.1% | -2.9% | +3.0% | +1.5% |
| 3M | +1.2% | +2.4% | -1.2% | -0.3% |
| 6M | -3.9% | -2.6% | -1.3% | -3.3% |
| YTD | +17.5% | -10.0% | +27.5% | +22.8% |
| 1Y | +22.6% | -7.7% | +30.3% | +26.4% |
| 3Y | +116.3% | +8.9% | +107.4% | +102.8% |
| 5Y | +157.6% | +6.0% | +151.6% | +143.2% |
| 10Y | +136.6% | +84.4% | +52.2% | +62.5% |
| All | +99.0% | +109.8% | -10.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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