+130.2%
KMI vs TT
+954.8%
-824.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | -1.7% | -8.9% | +7.2% | +1.9% |
| 3M | -1.9% | -1.8% | 0.0% | -1.8% |
| 6M | -4.3% | +1.9% | -6.2% | -6.5% |
| YTD | +15.8% | +13.8% | +2.0% | +7.5% |
| 1Y | +17.6% | +6.1% | +11.4% | +12.0% |
| 3Y | +113.1% | +119.6% | -6.5% | +41.3% |
| 5Y | +154.0% | +145.9% | +8.1% | +54.7% |
| All | +130.2% | +954.8% | -824.6% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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