+111.8%
KMI vs TAP
+34.9%
+76.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -0.5% | -2.3% | +1.8% | +0.2% |
| 30D | +0.9% | -2.1% | +3.0% | +1.4% |
| 3M | 0.0% | +6.6% | -6.6% | -2.6% |
| 6M | -5.7% | -11.5% | +5.8% | -2.5% |
| YTD | +17.5% | -10.3% | +27.7% | +20.3% |
| 1Y | +22.3% | -14.4% | +36.7% | +26.7% |
| 3Y | +111.9% | -28.3% | +140.2% | +128.9% |
| 5Y | +151.8% | +1.7% | +150.1% | +132.8% |
| 10Y | +138.7% | -49.2% | +187.9% | +154.4% |
| All | +111.8% | +34.9% | +76.9% | +52.1% |
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