+115.7%
KMI vs TD
+453.1%
-337.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.5% |
| 7D | -0.4% | +0.9% | -1.2% | -1.0% |
| 30D | +3.7% | -0.7% | +4.3% | +3.9% |
| 3M | +3.2% | +6.3% | -3.1% | -1.6% |
| 6M | -3.0% | +27.9% | -30.9% | -19.0% |
| YTD | +19.7% | +29.8% | -10.2% | -1.3% |
| 1Y | +25.6% | +63.7% | -38.0% | -12.1% |
| 3Y | +120.2% | +128.3% | -8.1% | +18.0% |
| 5Y | +160.5% | +125.5% | +35.0% | +37.3% |
| 10Y | +134.8% | +296.7% | -161.9% | -20.0% |
| All | +115.7% | +453.1% | -337.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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