+142.0%
KMI vs TMF
-82.2%
+224.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +1.8% |
| 7D | -5.1% | -1.1% | -4.1% | -5.2% |
| 30D | -3.1% | +11.8% | -15.0% | -2.5% |
| 3M | +0.2% | -4.0% | +4.3% | +0.1% |
| 6M | +1.1% | -16.5% | +17.6% | +0.3% |
| YTD | +17.7% | -19.9% | +37.6% | +16.6% |
| 1Y | +19.6% | -25.6% | +45.2% | +18.0% |
| 3Y | +117.6% | -29.9% | +147.5% | +115.9% |
| 5Y | +143.1% | -88.2% | +231.3% | +103.3% |
| 10Y | +142.0% | -81.7% | +223.8% | +117.8% |
| All | +142.0% | -82.2% | +224.3% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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