+129.5%
KMI vs TTMI
+1,127.6%
-998.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -0.8% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -2.7% | -8.4% | +5.7% | -1.7% |
| 3M | -0.7% | -32.5% | +31.8% | +4.4% |
| 6M | -5.0% | +32.5% | -37.4% | -13.3% |
| YTD | +15.5% | +83.2% | -67.8% | -2.8% |
| 1Y | +16.4% | +161.7% | -145.2% | -10.8% |
| 3Y | +114.2% | +890.1% | -776.0% | +14.6% |
| 5Y | +153.3% | +832.4% | -679.2% | +31.7% |
| All | +129.5% | +1,127.6% | -998.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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