+105.5%
KMI vs IP
+133.2%
-27.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.3% | -2.9% |
| 7D | -10.3% | -5.0% | -5.4% | -8.8% |
| 30D | -5.3% | +6.5% | -11.8% | -7.6% |
| 3M | -2.1% | -18.0% | +15.9% | +4.0% |
| 6M | -4.8% | +10.3% | -15.1% | -10.4% |
| YTD | +14.0% | -9.9% | +23.8% | +13.2% |
| 1Y | +20.9% | -1.1% | +21.9% | +15.4% |
| 3Y | +105.3% | +13.0% | +92.2% | +72.2% |
| 5Y | +131.8% | -12.3% | +144.1% | +113.1% |
| 10Y | +153.9% | +26.8% | +127.0% | +85.9% |
| All | +105.5% | +133.2% | -27.7% | +12.2% |
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 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