+126.6%
KMI vs TLN
+733.8%
-607.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.1% |
| 7D | +6.0% | +22.3% | -16.3% | +3.9% |
| 30D | -3.4% | +1.2% | -4.6% | -3.7% |
| 3M | +1.8% | +5.9% | -4.1% | +0.8% |
| 6M | +0.4% | +3.2% | -2.8% | -0.7% |
| YTD | +20.8% | +3.2% | +17.7% | +18.4% |
| 1Y | +23.0% | +5.2% | +17.8% | +19.9% |
| 3Y | +123.3% | +606.3% | -482.9% | +79.2% |
| All | +126.6% | +733.8% | -607.2% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling