+129.5%
KMI vs TECK
+377.7%
-248.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.7% | -3.8% | +2.1% | -0.8% |
| 30D | -2.7% | +0.7% | -3.5% | -3.1% |
| 3M | -0.7% | +4.6% | -5.3% | -2.6% |
| 6M | -5.0% | +25.1% | -30.1% | -12.0% |
| YTD | +15.5% | +39.2% | -23.7% | +3.1% |
| 1Y | +16.4% | +60.3% | -43.9% | -0.4% |
| 3Y | +114.2% | +62.9% | +51.3% | +74.8% |
| 5Y | +153.3% | +181.5% | -28.2% | +66.9% |
| All | +129.5% | +377.7% | -248.2% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 10y: compounded portfolio wealth divided by compounded TECK 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…
10y analysis · Full analysis span regression · 6 months rolling