+116.2%
KMI vs THC
+261.6%
-145.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +0.9% | +1.3% | -0.4% | +0.8% |
| 3M | 0.0% | +64.2% | -64.3% | -4.3% |
| 6M | -5.7% | +8.3% | -14.0% | -6.2% |
| YTD | +17.5% | +33.4% | -15.9% | +14.2% |
| 1Y | +22.3% | +37.7% | -15.4% | +18.1% |
| All | +116.2% | +261.6% | -145.4% | +80.1% |
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