+112.3%
KMI vs TPR
+261.1%
-148.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | -5.1% | +12.1% | -17.2% | -7.8% |
| 30D | -3.1% | +16.7% | -19.8% | -7.0% |
| 3M | +0.2% | -17.4% | +17.6% | +3.9% |
| 6M | +1.1% | +2.3% | -1.2% | -1.0% |
| YTD | +17.7% | +7.1% | +10.6% | +12.7% |
| 1Y | +19.6% | +29.5% | -9.9% | +8.9% |
| 3Y | +117.6% | +415.0% | -297.4% | +31.1% |
| 5Y | +143.1% | +261.5% | -118.4% | +54.6% |
| 10Y | +142.0% | +383.3% | -241.3% | +20.7% |
| All | +112.3% | +261.1% | -148.8% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling