+129.5%
KMI vs TCOM
-9.8%
+139.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.7% | -4.9% | +3.2% | -1.0% |
| 30D | -2.7% | -14.4% | +11.7% | -0.6% |
| 3M | -0.7% | -17.7% | +17.0% | +1.8% |
| 6M | -5.0% | -25.1% | +20.1% | -1.3% |
| YTD | +15.5% | -45.7% | +61.2% | +25.3% |
| 1Y | +16.4% | -47.9% | +64.3% | +27.0% |
| 3Y | +114.2% | +8.9% | +105.2% | +100.4% |
| 5Y | +153.3% | +26.9% | +126.4% | +119.1% |
| All | +129.5% | -9.8% | +139.3% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling