+140.9%
KMI vs TPR
+313.1%
-172.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.6% | +2.7% |
| 7D | -0.4% | -3.4% | +3.0% | +0.4% |
| 30D | +3.7% | -27.3% | +31.0% | +11.0% |
| 3M | +3.2% | -16.2% | +19.4% | +6.5% |
| 6M | -3.0% | -17.9% | +14.9% | -0.1% |
| YTD | +19.7% | -7.1% | +26.8% | +18.9% |
| 1Y | +25.6% | +13.6% | +12.0% | +18.0% |
| 3Y | +120.2% | +293.7% | -173.5% | +42.6% |
| 5Y | +160.5% | +239.1% | -78.6% | +67.8% |
| All | +140.9% | +313.1% | -172.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling