+140.9%
KMI vs TMF
-86.0%
+226.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.4% | +1.0% | -1.4% | -0.3% |
| 30D | +3.7% | -1.8% | +5.5% | +3.6% |
| 3M | +3.2% | -8.2% | +11.4% | +2.7% |
| 6M | -3.0% | -19.5% | +16.5% | -4.0% |
| YTD | +19.7% | -16.0% | +35.6% | +18.7% |
| 1Y | +25.6% | -22.5% | +48.1% | +24.1% |
| 3Y | +120.2% | -42.3% | +162.5% | +114.9% |
| 5Y | +160.5% | -87.7% | +248.2% | +118.4% |
| All | +140.9% | -86.0% | +226.8% | +116.6% |
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