+160.0%
KMI vs IOT
+61.2%
+98.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | -0.4% | +2.8% | -3.2% | -0.5% |
| 30D | +3.7% | -1.8% | +5.4% | +3.7% |
| 3M | +3.2% | +17.9% | -14.7% | +2.0% |
| 6M | -3.0% | +13.5% | -16.5% | -4.1% |
| YTD | +19.7% | +13.3% | +6.4% | +18.0% |
| 1Y | +25.6% | -3.3% | +28.9% | +24.9% |
| 3Y | +120.2% | +31.3% | +88.9% | +112.2% |
| All | +160.0% | +61.2% | +98.7% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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