+103.9%
KMI vs IP
+135.2%
-31.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -10.8% | -5.1% | -5.7% | -9.2% |
| 30D | -5.0% | +8.5% | -13.5% | -7.9% |
| 3M | -3.4% | -13.8% | +10.5% | +1.0% |
| 6M | -3.4% | +5.7% | -9.1% | -7.5% |
| YTD | +13.1% | -9.1% | +22.2% | +12.0% |
| 1Y | +19.0% | -0.8% | +19.8% | +13.5% |
| 3Y | +106.1% | +14.8% | +91.3% | +71.8% |
| 5Y | +130.1% | -11.5% | +141.6% | +110.9% |
| 10Y | +151.9% | +27.9% | +124.0% | +84.0% |
| All | +103.9% | +135.2% | -31.3% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling