+131.8%
KMI vs TPR
+255.4%
-123.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | -10.8% | +14.2% | -25.0% | -12.3% |
| 30D | -5.0% | +17.1% | -22.1% | -7.0% |
| 3M | -3.4% | -17.7% | +14.3% | -1.3% |
| 6M | -3.4% | -10.2% | +6.8% | -2.8% |
| YTD | +13.1% | +4.9% | +8.2% | +10.6% |
| 1Y | +19.0% | +36.1% | -17.1% | +11.5% |
| 3Y | +106.1% | +416.5% | -310.3% | +47.8% |
| All | +131.8% | +255.4% | -123.5% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling