+115.0%
KMI vs TT
+1,785.8%
-1,670.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | +0.2% | +3.5% | -3.3% | -1.1% |
| 30D | -3.7% | -11.0% | +7.4% | +0.4% |
| 3M | +1.2% | -12.0% | +13.2% | +5.9% |
| 6M | -0.3% | -10.4% | +10.2% | +2.8% |
| YTD | +19.2% | +9.9% | +9.3% | +12.3% |
| 1Y | +21.7% | +1.5% | +20.2% | +18.1% |
| 3Y | +120.4% | +93.7% | +26.7% | +59.9% |
| 5Y | +144.9% | +139.2% | +5.7% | +57.4% |
| 10Y | +155.6% | +741.5% | -585.9% | -5.1% |
| All | +115.0% | +1,785.8% | -1,670.8% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling