+136.6%
KMI vs IWD
+195.0%
-58.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | -1.8% | -1.2% | -0.6% | -0.6% |
| 30D | +0.1% | -1.6% | +1.7% | +1.7% |
| 3M | +1.2% | +7.0% | -5.8% | -6.0% |
| 6M | -3.9% | +17.0% | -20.9% | -18.9% |
| YTD | +17.5% | +21.6% | -4.1% | -5.1% |
| 1Y | +22.6% | +28.0% | -5.3% | -6.4% |
| 3Y | +116.3% | +70.6% | +45.7% | +20.2% |
| 5Y | +157.6% | +73.3% | +84.3% | +39.4% |
| 10Y | +136.6% | +200.5% | -63.9% | -35.6% |
| All | +136.6% | +195.0% | -58.4% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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