+111.9%
KMI vs TCOM
+91.0%
+20.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.4% |
| 7D | -1.8% | -10.2% | +8.4% | -0.4% |
| 30D | +0.1% | -16.8% | +16.9% | +2.5% |
| 3M | +1.2% | -16.7% | +17.8% | +3.3% |
| 6M | -3.9% | -27.1% | +23.2% | -0.2% |
| YTD | +17.5% | -45.5% | +63.0% | +26.3% |
| 1Y | +22.6% | -45.9% | +68.5% | +31.8% |
| 3Y | +116.3% | +9.8% | +106.5% | +105.0% |
| 5Y | +157.6% | +23.8% | +133.8% | +129.3% |
| 10Y | +136.6% | -10.8% | +147.4% | +108.8% |
| All | +111.9% | +91.0% | +20.9% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling