+114.8%
KMI vs TECK
+64.4%
+50.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -0.9% |
| 7D | -2.1% | -4.2% | +2.2% | -1.7% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | -1.9% | +10.1% | -12.0% | -3.2% |
| 6M | -4.3% | +26.0% | -30.3% | -7.9% |
| YTD | +15.8% | +38.0% | -22.2% | +9.3% |
| 1Y | +17.6% | +63.8% | -46.2% | +7.5% |
| All | +114.8% | +64.4% | +50.4% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling