+164.8%
KMI vs IR
+332.9%
-168.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +6.5% | +2.5% | +4.0% | +5.6% |
| 30D | -3.4% | +9.2% | -12.6% | -6.6% |
| 3M | +0.4% | +0.9% | -0.6% | -0.3% |
| 6M | -0.9% | +19.2% | -20.2% | -8.1% |
| YTD | +20.5% | +7.5% | +13.0% | +14.2% |
| 1Y | +23.2% | +11.7% | +11.4% | +14.8% |
| 3Y | +121.6% | +23.9% | +97.7% | +90.1% |
| 5Y | +149.1% | +46.4% | +102.7% | +93.4% |
| All | +164.8% | +332.9% | -168.1% | +31.4% |
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