+108.8%
KMI vs ITOT
+625.5%
-516.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -0.9% |
| 7D | -2.1% | -2.0% | 0.0% | -0.3% |
| 30D | -1.7% | -2.0% | +0.3% | -0.1% |
| 3M | -1.9% | +4.5% | -6.4% | -6.0% |
| 6M | -4.3% | +12.6% | -17.0% | -14.6% |
| YTD | +15.8% | +12.0% | +3.8% | +3.7% |
| 1Y | +17.6% | +17.3% | +0.3% | +0.8% |
| 3Y | +113.1% | +75.2% | +37.9% | +25.0% |
| 5Y | +154.0% | +74.0% | +80.0% | +46.7% |
| 10Y | +133.1% | +298.6% | -165.5% | -39.6% |
| All | +108.8% | +625.5% | -516.7% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling