+21.0%
KMI vs IRE
-82.8%
+103.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.2% | -8.4% | +2.0% |
| 7D | -0.4% | +58.9% | -59.3% | +0.1% |
| 30D | +3.7% | +17.2% | -13.5% | +4.0% |
| 3M | +3.2% | -58.6% | +61.8% | +3.2% |
| 6M | -3.0% | -23.5% | +20.5% | -3.4% |
| YTD | +19.7% | -47.4% | +67.1% | +19.8% |
| All | +21.0% | -82.8% | +103.8% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling