+129.5%
KMI vs ITOT
+303.4%
-173.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.0% |
| 30D | -2.7% | -1.5% | -1.3% | -1.6% |
| 3M | -0.7% | +3.6% | -4.2% | -3.9% |
| 6M | -5.0% | +13.7% | -18.7% | -15.5% |
| YTD | +15.5% | +12.9% | +2.5% | +3.0% |
| 1Y | +16.4% | +17.2% | -0.7% | +0.4% |
| 3Y | +114.2% | +75.6% | +38.5% | +26.7% |
| 5Y | +153.3% | +75.5% | +77.8% | +46.9% |
| All | +129.5% | +303.4% | -173.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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