+111.8%
KMI vs TT
+1,888.1%
-1,776.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +0.9% | -7.2% | +8.1% | +3.7% |
| 3M | 0.0% | -3.0% | +3.0% | +0.4% |
| 6M | -5.7% | +1.4% | -7.1% | -7.5% |
| YTD | +17.5% | +15.9% | +1.6% | +8.8% |
| 1Y | +22.3% | +9.4% | +12.9% | +15.4% |
| 3Y | +111.9% | +124.4% | -12.4% | +44.4% |
| 5Y | +151.8% | +138.0% | +13.8% | +63.1% |
| 10Y | +138.7% | +886.4% | -747.7% | -16.3% |
| All | +111.8% | +1,888.1% | -1,776.3% | -40.3% |
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