+115.7%
KMI vs TSEM
+969.7%
-854.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.0% |
| 7D | -0.4% | +10.4% | -10.8% | -1.7% |
| 30D | +3.7% | -12.9% | +16.6% | +5.3% |
| 3M | +3.2% | -9.2% | +12.3% | +2.7% |
| 6M | -3.0% | +98.8% | -101.8% | -14.7% |
| YTD | +19.7% | +87.2% | -67.6% | +5.5% |
| 1Y | +25.6% | +239.0% | -213.3% | +0.9% |
| 3Y | +120.2% | +679.5% | -559.3% | +53.2% |
| 5Y | +160.5% | +667.3% | -506.8% | +77.6% |
| 10Y | +134.8% | +1,301.0% | -1,166.2% | +41.7% |
| All | +115.7% | +969.7% | -854.0% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling