+150.6%
KMI vs TKO
+291.2%
-140.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -1.7% | +2.3% | -4.0% | -2.1% |
| 30D | -2.7% | -2.5% | -0.3% | -2.5% |
| 3M | -0.7% | -10.6% | +9.9% | +0.8% |
| 6M | -5.0% | -5.1% | +0.1% | -4.7% |
| YTD | +15.5% | -8.2% | +23.7% | +16.2% |
| 1Y | +16.4% | -4.4% | +20.9% | +16.2% |
| 3Y | +114.2% | +100.4% | +13.8% | +89.6% |
| All | +150.6% | +291.2% | -140.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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