+111.8%
KMI vs TPR
+225.2%
-113.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.5% | -2.3% | +1.8% | 0.0% |
| 30D | +0.9% | -23.0% | +23.9% | +6.8% |
| 3M | 0.0% | -12.5% | +12.4% | +2.3% |
| 6M | -5.7% | -21.4% | +15.7% | -1.7% |
| YTD | +17.5% | -3.5% | +21.0% | +15.8% |
| 1Y | +22.3% | +17.4% | +4.9% | +14.0% |
| 3Y | +111.9% | +291.3% | -179.3% | +37.6% |
| 5Y | +151.8% | +241.9% | -90.1% | +62.2% |
| 10Y | +138.7% | +322.7% | -184.0% | +23.5% |
| All | +111.8% | +225.2% | -113.4% | +8.3% |
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 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