+121.9%
KMI vs TFC
+93.4%
+28.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +4.0% | +2.4% |
| 7D | -0.4% | +2.2% | -2.6% | -1.0% |
| 30D | +3.7% | -2.5% | +6.1% | +4.3% |
| 3M | +3.2% | +4.5% | -1.4% | +1.8% |
| 6M | -3.0% | +11.0% | -14.0% | -6.1% |
| YTD | +19.7% | +5.9% | +13.8% | +16.8% |
| 1Y | +25.6% | +14.6% | +11.1% | +19.4% |
| All | +121.9% | +93.4% | +28.5% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling