+129.5%
KMI vs TRU
+147.2%
-17.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.7% | -2.7% | +1.0% | -1.1% |
| 30D | -2.7% | -2.0% | -0.7% | -2.4% |
| 3M | -0.7% | +18.4% | -19.1% | -5.6% |
| 6M | -5.0% | +8.9% | -13.8% | -8.4% |
| YTD | +15.5% | -8.9% | +24.4% | +16.0% |
| 1Y | +16.4% | -15.9% | +32.3% | +19.0% |
| 3Y | +114.2% | -1.1% | +115.2% | +98.1% |
| 5Y | +153.3% | -35.2% | +188.4% | +168.9% |
| All | +129.5% | +147.2% | -17.6% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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