+121.6%
KMI vs IRM
+112.1%
+9.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +6.5% | +6.8% | -0.2% | +5.0% |
| 30D | -3.4% | +2.6% | -6.0% | -4.1% |
| 3M | +0.4% | -9.5% | +9.9% | +2.4% |
| 6M | -0.9% | -8.5% | +7.6% | +0.5% |
| YTD | +20.5% | +40.3% | -19.8% | +9.0% |
| 1Y | +23.2% | +28.7% | -5.5% | +13.9% |
| 3Y | +121.6% | +111.8% | +9.8% | +73.3% |
| All | +121.6% | +112.1% | +9.5% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling