+160.5%
KMI vs TT
+146.0%
+14.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | -0.4% | +1.6% | -1.9% | -0.7% |
| 30D | +3.7% | -7.3% | +11.0% | +5.3% |
| 3M | +3.2% | -2.6% | +5.7% | +3.3% |
| 6M | -3.0% | +5.9% | -8.9% | -5.1% |
| YTD | +19.7% | +15.4% | +4.3% | +14.3% |
| 1Y | +25.6% | +8.2% | +17.4% | +21.7% |
| 3Y | +120.2% | +122.7% | -2.4% | +76.9% |
| 5Y | +160.5% | +145.0% | +15.5% | +98.7% |
| All | +160.5% | +146.0% | +14.5% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling