+149.1%
KMI vs LTH
+180.7%
-31.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.5% |
| 7D | +6.5% | -1.3% | +7.8% | +6.7% |
| 30D | -3.4% | +15.7% | -19.1% | -5.2% |
| 3M | +0.4% | +5.0% | -4.6% | -0.4% |
| 6M | -0.9% | +37.7% | -38.6% | -5.0% |
| YTD | +20.5% | +75.0% | -54.5% | +11.6% |
| 1Y | +23.2% | +82.6% | -59.5% | +13.4% |
| 3Y | +121.6% | +241.3% | -119.7% | +88.9% |
| 5Y | +149.1% | +135.4% | +13.7% | +112.0% |
| All | +149.1% | +180.7% | -31.6% | +117.5% |
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