+150.6%
KMI vs TSEM
+617.3%
-466.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.4% |
| 7D | -1.7% | -4.9% | +3.1% | -1.4% |
| 30D | -2.7% | -18.7% | +16.0% | -1.5% |
| 3M | -0.7% | -18.1% | +17.4% | -0.1% |
| 6M | -5.0% | +77.1% | -82.1% | -11.5% |
| YTD | +15.5% | +80.1% | -64.7% | +7.0% |
| 1Y | +16.4% | +220.4% | -204.0% | +1.3% |
| 3Y | +114.2% | +650.1% | -535.9% | +71.5% |
| All | +150.6% | +617.3% | -466.7% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling