+129.5%
KMI vs IRM
+440.8%
-311.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | -2.7% | -7.4% | +4.6% | -0.3% |
| 3M | -0.7% | -7.4% | +6.7% | +1.5% |
| 6M | -5.0% | +8.7% | -13.6% | -8.9% |
| YTD | +15.5% | +40.9% | -25.5% | +0.2% |
| 1Y | +16.4% | +20.5% | -4.1% | +6.3% |
| 3Y | +114.2% | +101.7% | +12.5% | +55.2% |
| 5Y | +153.3% | +197.7% | -44.4% | +53.1% |
| All | +129.5% | +440.8% | -311.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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