+160.5%
KMI vs IWD
+73.8%
+86.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.5% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +3.7% | -0.8% | +4.5% | +4.3% |
| 3M | +3.2% | +8.0% | -4.9% | -3.4% |
| 6M | -3.0% | +18.2% | -21.2% | -16.1% |
| YTD | +19.7% | +22.3% | -2.7% | +0.2% |
| 1Y | +25.6% | +28.9% | -3.3% | +0.3% |
| 3Y | +120.2% | +71.5% | +48.7% | +35.0% |
| 5Y | +160.5% | +73.6% | +86.9% | +56.1% |
| All | +160.5% | +73.8% | +86.6% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling