+120.2%
KMI vs LTH
+159.1%
-38.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.1% |
| 7D | -0.4% | +1.5% | -1.9% | -0.6% |
| 30D | +3.7% | -3.1% | +6.7% | +4.0% |
| 3M | +3.2% | +28.1% | -25.0% | -0.4% |
| 6M | -3.0% | +67.4% | -70.4% | -10.4% |
| YTD | +19.7% | +59.8% | -40.1% | +11.0% |
| 1Y | +25.6% | +45.6% | -20.0% | +18.2% |
| 3Y | +120.2% | +162.0% | -41.8% | +90.6% |
| All | +120.2% | +159.1% | -38.9% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling