+130.5%
KMI vs IP
+23.4%
+107.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | -0.5% | -5.3% | +4.8% | +1.1% |
| 30D | +0.9% | -10.9% | +11.8% | +4.4% |
| 3M | 0.0% | +11.2% | -11.2% | -4.8% |
| 6M | -5.7% | -10.2% | +4.5% | -4.5% |
| YTD | +17.5% | -2.0% | +19.5% | +14.2% |
| 1Y | +22.3% | -19.1% | +41.4% | +26.7% |
| 3Y | +111.9% | +20.9% | +91.1% | +73.5% |
| 5Y | +151.8% | -17.8% | +169.7% | +142.8% |
| All | +130.5% | +23.4% | +107.0% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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