+114.8%
KMI vs TSEM
+633.2%
-518.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -1.2% |
| 7D | -2.1% | +0.9% | -3.0% | -2.1% |
| 30D | -1.7% | -16.6% | +14.9% | -0.6% |
| 3M | -1.9% | -10.9% | +9.0% | -2.1% |
| 6M | -4.3% | +78.0% | -82.4% | -11.8% |
| YTD | +15.8% | +77.2% | -61.4% | +6.2% |
| 1Y | +17.6% | +207.6% | -190.0% | -0.2% |
| All | +114.8% | +633.2% | -518.4% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 3y: compounded portfolio wealth divided by compounded TSEM 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…
3y analysis · Full analysis span regression · 6 months rolling