+14.3%
KMI vs IRE
-97.2%
+111.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +39.6% | -40.3% | -0.6% |
| 7D | -10.8% | -27.2% | +16.4% | -10.8% |
| 30D | -5.0% | -75.1% | +70.1% | -5.9% |
| 3M | -3.4% | -77.9% | +74.5% | -4.2% |
| 6M | -3.4% | -94.6% | +91.2% | -4.4% |
| YTD | +13.1% | -91.5% | +104.6% | +11.8% |
| 1Y | +19.0% | -97.8% | +116.9% | +14.9% |
| All | +14.3% | -97.2% | +111.6% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling