+16.4%
KMI vs IT
-23.2%
+39.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.5% | -0.2% |
| 7D | -1.7% | -3.7% | +1.9% | -1.8% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | -0.7% | +20.7% | -21.4% | -0.5% |
| 6M | -5.0% | +12.0% | -16.9% | -4.8% |
| YTD | +15.5% | -28.8% | +44.3% | +15.5% |
| 1Y | +16.4% | -25.5% | +42.0% | +16.0% |
| All | +16.4% | -23.2% | +39.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling