+132.9%
KMI vs TSLQ
-97.2%
+230.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.7% | -6.6% | +4.9% | -2.0% |
| 30D | -2.7% | -24.3% | +21.6% | -3.7% |
| 3M | -0.7% | -3.6% | +2.9% | -0.2% |
| 6M | -5.0% | -12.0% | +7.0% | -4.5% |
| YTD | +15.5% | +1.4% | +14.1% | +17.2% |
| 1Y | +16.4% | -43.6% | +60.0% | +15.3% |
| 3Y | +114.2% | -95.4% | +209.6% | +99.7% |
| All | +132.9% | -97.2% | +230.2% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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