+111.9%
KMI vs TNA
+259.8%
-147.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -0.9% |
| 7D | -1.8% | -3.6% | +1.8% | -1.0% |
| 30D | +0.1% | -10.1% | +10.1% | +2.3% |
| 3M | +1.2% | +2.7% | -1.5% | -0.3% |
| 6M | -3.9% | +38.4% | -42.3% | -12.8% |
| YTD | +17.5% | +45.4% | -27.9% | +4.5% |
| 1Y | +22.6% | +55.9% | -33.3% | +5.9% |
| 3Y | +116.3% | +109.8% | +6.5% | +57.3% |
| 5Y | +157.6% | -22.5% | +180.1% | +115.0% |
| 10Y | +136.6% | +87.5% | +49.0% | +24.0% |
| All | +111.9% | +259.8% | -147.9% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling