+114.2%
KMI vs TNA
+101.9%
+12.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.7% | -7.3% | +5.5% | -0.9% |
| 30D | -2.7% | -14.2% | +11.4% | -1.2% |
| 3M | -0.7% | -4.6% | +3.9% | -0.5% |
| 6M | -5.0% | +36.9% | -41.9% | -9.7% |
| YTD | +15.5% | +42.5% | -27.1% | +8.6% |
| 1Y | +16.4% | +45.8% | -29.3% | +8.4% |
| 3Y | +114.2% | +104.7% | +9.5% | +84.6% |
| All | +114.2% | +101.9% | +12.3% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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