+111.8%
KMI vs IWD
+432.7%
-320.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | 0.0% |
| 7D | -0.5% | -0.3% | -0.2% | -0.3% |
| 30D | +0.9% | +0.6% | +0.3% | +0.2% |
| 3M | 0.0% | +7.2% | -7.2% | -7.1% |
| 6M | -5.7% | +16.2% | -21.9% | -19.5% |
| YTD | +17.5% | +23.3% | -5.9% | -5.8% |
| 1Y | +22.3% | +29.6% | -7.3% | -7.0% |
| 3Y | +111.9% | +70.5% | +41.5% | +20.7% |
| 5Y | +151.8% | +73.5% | +78.4% | +40.0% |
| 10Y | +138.7% | +198.3% | -59.7% | -22.0% |
| All | +111.8% | +432.7% | -320.8% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling