+129.5%
KMI vs TEVA
-22.9%
+152.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -1.7% | +2.0% | -3.7% | -2.0% |
| 30D | -2.7% | +1.0% | -3.7% | -2.9% |
| 3M | -0.7% | +7.3% | -8.0% | -2.1% |
| 6M | -5.0% | +21.7% | -26.7% | -8.6% |
| YTD | +15.5% | +18.8% | -3.4% | +11.3% |
| 1Y | +16.4% | +86.5% | -70.0% | +3.5% |
| 3Y | +114.2% | +269.4% | -155.3% | +62.1% |
| 5Y | +153.3% | +303.6% | -150.3% | +82.7% |
| All | +129.5% | -22.9% | +152.4% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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