+157.6%
KMI vs TAP
-0.5%
+158.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -1.8% | -5.1% | +3.3% | -0.8% |
| 30D | +0.1% | -8.4% | +8.5% | +1.6% |
| 3M | +1.2% | -3.9% | +5.1% | +1.6% |
| 6M | -3.9% | -14.4% | +10.5% | -1.4% |
| YTD | +17.5% | -14.7% | +32.3% | +20.3% |
| 1Y | +22.6% | -18.7% | +41.3% | +26.6% |
| 3Y | +116.3% | -32.6% | +148.9% | +131.4% |
| 5Y | +157.6% | -1.4% | +159.0% | +131.7% |
| All | +157.6% | -0.5% | +158.1% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling