+155.6%
KMI vs IWD
+205.2%
-49.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +0.8% |
| 7D | +0.2% | -0.6% | +0.8% | +0.8% |
| 30D | -3.7% | +3.6% | -7.3% | -7.2% |
| 3M | +1.2% | +2.7% | -1.4% | -1.7% |
| 6M | -0.3% | +13.2% | -13.5% | -12.7% |
| YTD | +19.2% | +26.8% | -7.5% | -7.8% |
| 1Y | +21.7% | +29.3% | -7.6% | -7.9% |
| 3Y | +120.4% | +85.1% | +35.2% | +12.4% |
| 5Y | +144.9% | +74.2% | +70.7% | +32.6% |
| 10Y | +155.6% | +204.6% | -49.0% | -31.7% |
| All | +155.6% | +205.2% | -49.7% | -31.7% |
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