+111.9%
KMI vs TECK
+56.9%
+55.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | -1.8% | +4.9% | -6.6% | -2.9% |
| 30D | +0.1% | +5.2% | -5.1% | -1.3% |
| 3M | +1.2% | +13.8% | -12.6% | -2.8% |
| 6M | -3.9% | +38.5% | -42.4% | -12.9% |
| YTD | +17.5% | +47.3% | -29.8% | +4.2% |
| 1Y | +22.6% | +81.0% | -58.3% | +2.8% |
| 3Y | +116.3% | +79.9% | +36.4% | +74.7% |
| 5Y | +157.6% | +207.9% | -50.3% | +73.3% |
| 10Y | +136.6% | +389.5% | -252.9% | +23.5% |
| All | +111.9% | +56.9% | +55.0% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling