+115.7%
KMI vs TTMI
+625.5%
-509.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.1% | +1.3% |
| 7D | -0.4% | +12.2% | -12.5% | -2.5% |
| 30D | +3.7% | -5.7% | +9.4% | +4.3% |
| 3M | +3.2% | -27.5% | +30.6% | +7.2% |
| 6M | -3.0% | +47.1% | -50.1% | -13.8% |
| YTD | +19.7% | +87.5% | -67.8% | -0.3% |
| 1Y | +25.6% | +175.2% | -149.6% | -5.3% |
| 3Y | +120.2% | +901.9% | -781.7% | +18.8% |
| 5Y | +160.5% | +843.5% | -683.0% | +37.4% |
| 10Y | +134.8% | +1,077.0% | -942.2% | +10.9% |
| All | +115.7% | +625.5% | -509.7% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling