+154.3%
KMI vs TFC
+79.2%
+75.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | +6.5% | +2.3% | +4.3% | +5.5% |
| 30D | -3.4% | +10.8% | -14.2% | -7.7% |
| 3M | +0.4% | -3.8% | +4.1% | +1.7% |
| 6M | -0.9% | +9.6% | -10.5% | -5.5% |
| YTD | +20.5% | +5.8% | +14.7% | +15.7% |
| 1Y | +23.2% | +16.2% | +7.0% | +13.3% |
| 3Y | +121.6% | +96.0% | +25.6% | +55.8% |
| 5Y | +149.1% | +1.7% | +147.4% | +129.9% |
| All | +154.3% | +79.2% | +75.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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