+119.3%
KMI vs THC
+436.4%
-317.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -3.7% | +9.0% | -12.7% | -4.2% |
| 3M | +1.2% | +12.9% | -11.7% | +0.4% |
| 6M | -0.3% | +52.8% | -53.1% | -3.7% |
| YTD | +19.2% | +47.4% | -28.2% | +15.2% |
| 1Y | +21.7% | +47.7% | -26.0% | +17.4% |
| All | +119.3% | +436.4% | -317.1% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling