+137.1%
KMI vs TSLQ
-97.3%
+234.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -1.8% | -8.0% | +6.2% | -2.0% |
| 30D | +0.1% | -23.8% | +23.8% | -0.9% |
| 3M | +1.2% | -7.0% | +8.2% | +1.5% |
| 6M | -3.9% | -17.1% | +13.2% | -3.7% |
| YTD | +17.5% | +0.1% | +17.5% | +19.2% |
| 1Y | +22.6% | -51.2% | +73.8% | +20.5% |
| 3Y | +116.3% | -95.9% | +212.2% | +99.6% |
| All | +137.1% | -97.3% | +234.3% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling