+158.2%
KMI vs IR
+288.5%
-130.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | -0.5% | -2.8% | +2.3% | +0.5% |
| 30D | +0.9% | -15.1% | +16.0% | +6.8% |
| 3M | 0.0% | +6.1% | -6.1% | -2.9% |
| 6M | -5.7% | -16.8% | +11.1% | -0.7% |
| YTD | +17.5% | -3.5% | +21.0% | +16.1% |
| 1Y | +22.3% | -3.5% | +25.8% | +20.2% |
| 3Y | +111.9% | +9.5% | +102.5% | +90.2% |
| 5Y | +151.8% | +45.1% | +106.8% | +94.3% |
| All | +158.2% | +288.5% | -130.4% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling