+154.0%
KMI vs TTMI
+798.2%
-644.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.3% |
| 7D | -2.1% | +6.0% | -8.1% | -2.6% |
| 30D | -1.7% | -6.4% | +4.7% | -1.3% |
| 3M | -1.9% | -28.9% | +27.0% | +0.4% |
| 6M | -4.3% | +26.9% | -31.2% | -9.1% |
| YTD | +15.8% | +77.3% | -61.5% | +4.6% |
| 1Y | +17.6% | +147.5% | -129.9% | 0.0% |
| 3Y | +113.1% | +847.6% | -734.5% | +40.4% |
| 5Y | +154.0% | +802.2% | -648.2% | +64.9% |
| All | +154.0% | +798.2% | -644.2% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling