+26.6%
KMI vs TDG
-5.9%
+32.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.0% |
| 7D | -5.2% | +7.1% | -12.3% | -4.7% |
| 30D | +1.2% | +11.4% | -10.1% | +2.1% |
| 3M | +1.3% | -4.6% | +5.9% | +1.0% |
| 6M | -1.1% | +5.8% | -7.0% | -0.7% |
| YTD | +19.0% | -8.5% | +27.5% | +15.3% |
| 1Y | +26.6% | -5.8% | +32.4% | +21.2% |
| All | +26.6% | -5.9% | +32.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling