+41.7%
KMI vs TRU
+226.0%
-184.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -1.8% | -6.5% | +4.7% | 0.0% |
| 30D | +0.1% | -2.5% | +2.6% | +0.5% |
| 3M | +1.2% | +10.4% | -9.2% | -2.5% |
| 6M | -3.9% | +1.6% | -5.6% | -5.9% |
| YTD | +17.5% | -9.7% | +27.2% | +18.3% |
| 1Y | +22.6% | -17.3% | +39.9% | +26.0% |
| 3Y | +116.3% | -1.8% | +118.1% | +98.3% |
| 5Y | +157.6% | -36.2% | +193.8% | +174.1% |
| 10Y | +136.6% | +143.2% | -6.7% | +27.9% |
| All | +41.7% | +226.0% | -184.3% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling