+117.9%
KMI vs TAP
+31.8%
+86.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +6.0% | -6.3% | +12.4% | +8.2% |
| 30D | -3.4% | +2.7% | -6.1% | -4.6% |
| 3M | +1.8% | -3.7% | +5.5% | +2.3% |
| 6M | +0.4% | -2.0% | +2.5% | 0.0% |
| YTD | +20.8% | -12.3% | +33.2% | +23.9% |
| 1Y | +23.0% | -10.1% | +33.0% | +24.7% |
| 3Y | +123.3% | -25.3% | +148.6% | +136.5% |
| 5Y | +149.8% | -1.9% | +151.7% | +132.8% |
| 10Y | +159.0% | -47.8% | +206.8% | +172.9% |
| All | +117.9% | +31.8% | +86.1% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling