+150.6%
KMI vs ITW
+36.9%
+113.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -2.7% | -8.3% | +5.6% | +0.2% |
| 3M | -0.7% | +6.0% | -6.7% | -3.0% |
| 6M | -5.0% | 0.0% | -5.0% | -5.5% |
| YTD | +15.5% | +10.2% | +5.2% | +10.1% |
| 1Y | +16.4% | +3.2% | +13.2% | +13.9% |
| 3Y | +114.2% | +21.0% | +93.2% | +92.5% |
| All | +150.6% | +36.9% | +113.7% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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