+103.9%
KMI vs TMF
-48.2%
+152.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -10.8% | +1.2% | -12.0% | -10.6% |
| 30D | -5.0% | +19.7% | -24.7% | -3.4% |
| 3M | -3.4% | -2.1% | -1.3% | -3.4% |
| 6M | -3.4% | -13.4% | +10.1% | -4.4% |
| YTD | +13.1% | -16.7% | +29.8% | +11.6% |
| 1Y | +19.0% | -23.3% | +42.4% | +16.6% |
| 3Y | +106.1% | -24.8% | +131.0% | +104.7% |
| 5Y | +130.1% | -88.0% | +218.1% | +86.3% |
| 10Y | +151.9% | -84.7% | +236.6% | +124.3% |
| All | +103.9% | -48.2% | +152.1% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling