+130.2%
KMI vs TAP
-50.5%
+180.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.1% | -5.3% | +3.2% | -0.3% |
| 30D | -1.7% | -7.4% | +5.7% | +0.7% |
| 3M | -1.9% | -4.9% | +3.0% | -0.7% |
| 6M | -4.3% | -14.2% | +9.9% | 0.0% |
| YTD | +15.8% | -14.8% | +30.6% | +20.7% |
| 1Y | +17.6% | -18.1% | +35.7% | +23.7% |
| 3Y | +113.1% | -32.7% | +145.8% | +136.1% |
| 5Y | +154.0% | -0.5% | +154.5% | +131.8% |
| All | +130.2% | -50.5% | +180.7% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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