+143.0%
KMI vs LTH
+152.0%
-9.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -1.8% | -4.0% | +2.2% | -1.3% |
| 30D | +0.1% | -1.7% | +1.7% | +0.2% |
| 3M | +1.2% | +28.0% | -26.8% | -1.9% |
| 6M | -3.9% | +54.1% | -58.0% | -9.3% |
| YTD | +17.5% | +57.1% | -39.5% | +10.4% |
| 1Y | +22.6% | +45.8% | -23.1% | +16.2% |
| 3Y | +116.3% | +157.6% | -41.3% | +89.7% |
| All | +143.0% | +152.0% | -9.0% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling