+117.2%
KMI vs TSN
+340.2%
-223.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +6.5% | -1.4% | +8.0% | +7.0% |
| 30D | -3.4% | +8.5% | -11.9% | -6.0% |
| 3M | +0.4% | +5.3% | -4.9% | -1.5% |
| 6M | -0.9% | -10.5% | +9.6% | +1.8% |
| YTD | +20.5% | +3.0% | +17.5% | +17.9% |
| 1Y | +23.2% | +12.1% | +11.0% | +17.1% |
| 3Y | +121.6% | +43.1% | +78.5% | +90.7% |
| 5Y | +149.1% | -15.1% | +164.2% | +151.3% |
| 10Y | +158.3% | +14.8% | +143.5% | +126.0% |
| All | +117.2% | +340.2% | -223.0% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling