+23.2%
KMI vs TLN
+1.6%
+21.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.2% |
| 7D | +6.5% | +11.0% | -4.5% | +6.4% |
| 30D | -3.4% | +4.9% | -8.3% | -3.5% |
| 3M | +0.4% | +4.9% | -4.5% | +0.2% |
| 6M | -0.9% | +7.1% | -8.0% | -0.8% |
| YTD | +20.5% | +0.3% | +20.2% | +19.9% |
| 1Y | +23.2% | +5.9% | +17.3% | +22.7% |
| All | +23.2% | +1.6% | +21.6% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling