+154.3%
KMI vs IRM
+520.0%
-365.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +6.5% | +6.8% | -0.2% | +4.1% |
| 30D | -3.4% | +2.6% | -6.0% | -4.5% |
| 3M | +0.4% | -9.5% | +9.9% | +3.4% |
| 6M | -0.9% | -8.5% | +7.6% | +1.1% |
| YTD | +20.5% | +40.3% | -19.8% | +4.3% |
| 1Y | +23.2% | +28.7% | -5.5% | +9.8% |
| 3Y | +121.6% | +111.8% | +9.8% | +56.8% |
| 5Y | +149.1% | +189.1% | -40.0% | +51.6% |
| All | +154.3% | +520.0% | -365.7% | +12.1% |
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