+150.6%
KMI vs IT
-42.9%
+193.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.5% | -0.8% |
| 7D | -1.7% | -3.7% | +1.9% | -1.4% |
| 30D | -2.7% | +0.1% | -2.8% | -2.9% |
| 3M | -0.7% | +20.7% | -21.4% | -3.4% |
| 6M | -5.0% | +12.0% | -16.9% | -7.1% |
| YTD | +15.5% | -28.8% | +44.3% | +20.3% |
| 1Y | +16.4% | -25.5% | +42.0% | +19.9% |
| 3Y | +114.2% | -48.8% | +162.9% | +134.5% |
| All | +150.6% | -42.9% | +193.5% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling