+160.5%
KMI vs THC
+248.0%
-87.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.1% |
| 7D | -0.4% | -2.6% | +2.2% | -0.1% |
| 30D | +3.7% | -1.2% | +4.8% | +3.8% |
| 3M | +3.2% | +58.9% | -55.8% | -2.7% |
| 6M | -3.0% | +9.3% | -12.3% | -4.3% |
| YTD | +19.7% | +30.4% | -10.7% | +15.1% |
| 1Y | +25.6% | +34.6% | -9.0% | +19.9% |
| 3Y | +120.2% | +246.7% | -126.4% | +79.6% |
| 5Y | +160.5% | +244.5% | -84.1% | +118.0% |
| All | +160.5% | +248.0% | -87.5% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling