+108.1%
KMI vs TT
+1,766.8%
-1,658.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.6% | +0.3% |
| 7D | -6.5% | +1.7% | -8.3% | -7.2% |
| 30D | -5.1% | -11.8% | +6.8% | -0.7% |
| 3M | 0.0% | -12.6% | +12.6% | +4.8% |
| 6M | -0.9% | -9.4% | +8.5% | +1.6% |
| YTD | +15.4% | +8.8% | +6.6% | +9.1% |
| 1Y | +19.5% | -2.5% | +22.0% | +17.9% |
| 3Y | +116.3% | +95.7% | +20.6% | +56.2% |
| 5Y | +136.6% | +135.7% | +0.8% | +52.9% |
| 10Y | +139.6% | +750.6% | -611.1% | -11.4% |
| All | +108.1% | +1,766.8% | -1,658.7% | -40.1% |
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