+130.2%
KMI vs THC
+1,021.1%
-890.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -2.1% | 0.0% | -2.0% | -2.1% |
| 30D | -1.7% | +1.5% | -3.2% | -2.0% |
| 3M | -1.9% | +59.9% | -61.8% | -10.4% |
| 6M | -4.3% | +11.0% | -15.3% | -7.0% |
| YTD | +15.8% | +32.6% | -16.8% | +8.5% |
| 1Y | +17.6% | +37.4% | -19.8% | +9.0% |
| 3Y | +113.1% | +252.5% | -139.4% | +60.4% |
| 5Y | +154.0% | +262.3% | -108.4% | +81.8% |
| All | +130.2% | +1,021.1% | -890.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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