+154.7%
KMI vs IP
-17.2%
+171.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | -0.5% | -5.3% | +4.8% | +0.3% |
| 30D | +0.9% | -10.9% | +11.8% | +2.6% |
| 3M | 0.0% | +11.2% | -11.2% | -2.5% |
| 6M | -5.7% | -10.2% | +4.5% | -4.3% |
| YTD | +17.5% | -2.0% | +19.5% | +16.3% |
| 1Y | +22.3% | -19.1% | +41.4% | +26.2% |
| 3Y | +111.9% | +20.9% | +91.1% | +83.8% |
| All | +154.7% | -17.2% | +171.8% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling