+108.8%
KMI vs TDY
+1,100.2%
-991.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.1% | -1.9% | -0.2% | -1.2% |
| 30D | -1.7% | -12.5% | +10.8% | +4.9% |
| 3M | -1.9% | -0.8% | -1.1% | -2.1% |
| 6M | -4.3% | -9.0% | +4.6% | -1.0% |
| YTD | +15.8% | +16.8% | -1.0% | +4.9% |
| 1Y | +17.6% | +9.5% | +8.1% | +9.7% |
| 3Y | +113.1% | +45.4% | +67.7% | +68.5% |
| 5Y | +154.0% | +37.8% | +116.2% | +101.5% |
| 10Y | +133.1% | +470.2% | -337.1% | -6.8% |
| All | +108.8% | +1,100.2% | -991.4% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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