+150.6%
KMI vs TDG
+126.1%
+24.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -1.7% | -1.9% | +0.2% | -1.3% |
| 30D | -2.7% | -7.7% | +5.0% | -1.0% |
| 3M | -0.7% | -9.3% | +8.7% | +1.3% |
| 6M | -5.0% | -9.4% | +4.4% | -3.5% |
| YTD | +15.5% | -14.3% | +29.7% | +18.4% |
| 1Y | +16.4% | -11.8% | +28.3% | +18.2% |
| 3Y | +114.2% | +52.0% | +62.2% | +81.6% |
| All | +150.6% | +126.1% | +24.5% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling