+111.8%
KMI vs TFC
+220.7%
-108.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -0.5% | +2.4% | -2.9% | -1.6% |
| 30D | +0.9% | -1.3% | +2.2% | +1.4% |
| 3M | 0.0% | +6.1% | -6.1% | -2.8% |
| 6M | -5.7% | +7.3% | -13.0% | -9.3% |
| YTD | +17.5% | +8.2% | +9.3% | +12.1% |
| 1Y | +22.3% | +14.4% | +7.9% | +13.5% |
| 3Y | +111.9% | +93.7% | +18.2% | +51.0% |
| 5Y | +151.8% | +16.4% | +135.5% | +116.5% |
| 10Y | +138.7% | +101.6% | +37.1% | +46.8% |
| All | +111.8% | +220.7% | -108.8% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling