+142.0%
KMI vs TPR
+386.9%
-244.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | -5.1% | +12.1% | -17.2% | -7.7% |
| 30D | -3.1% | +16.7% | -19.8% | -6.8% |
| 3M | +0.2% | -17.4% | +17.6% | +3.8% |
| 6M | +1.1% | +2.3% | -1.2% | -0.9% |
| YTD | +17.7% | +7.1% | +10.6% | +12.8% |
| 1Y | +19.6% | +29.5% | -9.9% | +9.1% |
| 3Y | +117.6% | +415.0% | -297.4% | +31.8% |
| 5Y | +143.1% | +261.5% | -118.4% | +55.5% |
| 10Y | +142.0% | +383.3% | -241.3% | +20.2% |
| All | +142.0% | +386.9% | -244.8% | +20.2% |
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