+129.5%
KMI vs TSN
-4.9%
+134.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -1.7% | +3.0% | -4.8% | -2.7% |
| 30D | -2.7% | -4.2% | +1.4% | -1.5% |
| 3M | -0.7% | -3.9% | +3.2% | +0.1% |
| 6M | -5.0% | -9.8% | +4.9% | -2.6% |
| YTD | +15.5% | -7.3% | +22.7% | +16.9% |
| 1Y | +16.4% | -2.2% | +18.6% | +15.3% |
| 3Y | +114.2% | +11.9% | +102.3% | +97.0% |
| 5Y | +153.3% | -16.9% | +170.2% | +156.6% |
| All | +129.5% | -4.9% | +134.5% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling