+137.2%
KMI vs TW
+206.7%
-69.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.7% | -4.5% | +2.8% | -0.5% |
| 30D | -2.7% | -2.3% | -0.5% | -2.2% |
| 3M | -0.7% | +2.6% | -3.3% | -2.1% |
| 6M | -5.0% | -17.5% | +12.6% | -0.2% |
| YTD | +15.5% | -5.3% | +20.8% | +15.7% |
| 1Y | +16.4% | -14.8% | +31.2% | +20.4% |
| 3Y | +114.2% | +18.8% | +95.3% | +98.1% |
| 5Y | +153.3% | +20.7% | +132.5% | +127.2% |
| All | +137.2% | +206.7% | -69.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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