+122.2%
KMI vs TAP
-24.6%
+146.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +6.0% | -6.3% | +12.4% | +6.7% |
| 30D | -3.4% | +2.7% | -6.1% | -3.8% |
| 3M | +1.8% | -3.7% | +5.5% | +2.0% |
| 6M | +0.4% | -2.0% | +2.5% | +0.3% |
| YTD | +20.8% | -12.3% | +33.2% | +21.8% |
| 1Y | +23.0% | -10.1% | +33.0% | +23.4% |
| All | +122.2% | -24.6% | +146.8% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling