+26.6%
KMI vs LTH
+84.0%
-57.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.4% | -4.1% |
| 7D | -5.2% | +9.9% | -15.1% | -5.3% |
| 30D | +1.2% | +18.3% | -17.1% | +1.1% |
| 3M | +1.3% | +5.9% | -4.6% | +1.4% |
| 6M | -1.1% | +80.3% | -81.5% | -2.0% |
| YTD | +19.0% | +78.3% | -59.3% | +17.1% |
| 1Y | +26.6% | +81.0% | -54.4% | +24.8% |
| All | +26.6% | +84.0% | -57.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling