+108.5%
KMI vs BTSG
+421.3%
-312.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.6% |
| 7D | -0.4% | +5.7% | -6.1% | -0.8% |
| 30D | +3.7% | +0.2% | +3.5% | +3.6% |
| 3M | +3.2% | +5.6% | -2.5% | +2.1% |
| 6M | -3.0% | +50.8% | -53.8% | -7.5% |
| YTD | +19.7% | +67.0% | -47.4% | +12.5% |
| 1Y | +25.6% | +145.5% | -119.9% | +12.4% |
| All | +108.5% | +421.3% | -312.9% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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