+74.0%
KMI vs TEM
+46.9%
+27.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -1.3% |
| 7D | -2.1% | -9.2% | +7.1% | -1.7% |
| 30D | -1.7% | +5.5% | -7.2% | -2.1% |
| 3M | -1.9% | +18.7% | -20.6% | -3.1% |
| 6M | -4.3% | +15.4% | -19.7% | -5.7% |
| YTD | +15.8% | -0.5% | +16.3% | +14.9% |
| 1Y | +17.6% | -24.8% | +42.4% | +18.1% |
| All | +74.0% | +46.9% | +27.1% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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