+108.8%
KMI vs TKO
+2,174.0%
-2,065.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -1.7% | -2.6% | +0.9% | -1.4% |
| 3M | -1.9% | -7.8% | +5.9% | -0.9% |
| 6M | -4.3% | -7.0% | +2.7% | -3.7% |
| YTD | +15.8% | -8.5% | +24.3% | +16.6% |
| 1Y | +17.6% | -1.3% | +18.9% | +16.8% |
| 3Y | +113.1% | +105.0% | +8.2% | +87.6% |
| 5Y | +154.0% | +292.9% | -138.9% | +100.0% |
| 10Y | +133.1% | +979.3% | -846.2% | +56.8% |
| All | +108.8% | +2,174.0% | -2,065.2% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling