+117.2%
KMI vs TAP
+36.0%
+81.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.3% |
| 7D | +6.5% | +1.3% | +5.3% | +6.1% |
| 30D | -3.4% | +5.7% | -9.2% | -5.6% |
| 3M | +0.4% | -1.9% | +2.3% | +0.3% |
| 6M | -0.9% | +0.9% | -1.9% | -2.3% |
| YTD | +20.5% | -9.5% | +30.0% | +22.3% |
| 1Y | +23.2% | -9.0% | +32.1% | +24.5% |
| 3Y | +121.6% | -22.2% | +143.9% | +131.6% |
| 5Y | +149.1% | +1.2% | +147.9% | +129.7% |
| 10Y | +158.3% | -46.1% | +204.4% | +169.3% |
| All | +117.2% | +36.0% | +81.2% | +54.6% |
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 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