+149.8%
KMI vs LTH
+174.8%
-25.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.8% |
| 7D | +6.0% | -4.6% | +10.7% | +6.6% |
| 30D | -3.4% | +14.8% | -18.2% | -5.1% |
| 3M | +1.8% | +3.9% | -2.1% | +1.1% |
| 6M | +0.4% | +35.5% | -35.0% | -3.5% |
| YTD | +20.8% | +71.3% | -50.5% | +12.2% |
| 1Y | +23.0% | +75.7% | -52.7% | +13.7% |
| 3Y | +123.3% | +231.9% | -108.6% | +90.9% |
| 5Y | +149.8% | +130.5% | +19.3% | +113.1% |
| All | +149.8% | +174.8% | -25.0% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling