+160.5%
KMI vs TMF
-87.6%
+248.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.4% | +1.0% | -1.4% | -0.4% |
| 30D | +3.7% | -1.8% | +5.5% | +3.7% |
| 3M | +3.2% | -8.2% | +11.4% | +3.2% |
| 6M | -3.0% | -19.5% | +16.5% | -2.8% |
| YTD | +19.7% | -16.0% | +35.6% | +19.8% |
| 1Y | +25.6% | -22.5% | +48.1% | +25.9% |
| 3Y | +120.2% | -42.3% | +162.5% | +119.5% |
| 5Y | +160.5% | -87.7% | +248.2% | +134.9% |
| All | +160.5% | -87.6% | +248.1% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling