+115.0%
KMI vs THC
+955.4%
-840.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -3.7% | +9.0% | -12.7% | -5.3% |
| 3M | +1.2% | +12.9% | -11.7% | -1.3% |
| 6M | -0.3% | +52.8% | -53.1% | -8.7% |
| YTD | +19.2% | +47.4% | -28.2% | +9.1% |
| 1Y | +21.7% | +47.7% | -26.0% | +11.0% |
| 3Y | +120.4% | +444.7% | -324.3% | +51.6% |
| 5Y | +144.9% | +269.3% | -124.4% | +73.8% |
| 10Y | +155.6% | +1,913.5% | -1,757.9% | +14.2% |
| All | +115.0% | +955.4% | -840.4% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling