+119.0%
KMI vs TMF
-41.6%
+160.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +0.9% | -2.8% | +3.7% | +1.0% |
| 3M | 0.0% | -10.9% | +10.9% | +0.4% |
| 6M | -5.7% | -21.3% | +15.6% | -4.8% |
| YTD | +17.5% | -15.9% | +33.4% | +18.2% |
| 1Y | +22.3% | -15.7% | +38.0% | +22.9% |
| All | +119.0% | -41.6% | +160.6% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling