+165.5%
KMI vs IR
+334.1%
-168.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.2% |
| 7D | +6.0% | +4.2% | +1.8% | +4.4% |
| 30D | -3.4% | +8.1% | -11.5% | -6.2% |
| 3M | +1.8% | +0.7% | +1.1% | +1.1% |
| 6M | +0.4% | +16.6% | -16.1% | -6.1% |
| YTD | +20.8% | +7.8% | +13.1% | +14.5% |
| 1Y | +23.0% | +9.9% | +13.1% | +15.3% |
| 3Y | +123.3% | +25.2% | +98.1% | +90.8% |
| 5Y | +149.8% | +46.8% | +103.0% | +93.7% |
| All | +165.5% | +334.1% | -168.5% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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