+16.4%
KMI vs TXG
+453.6%
-437.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.2% |
| 7D | -1.7% | +9.5% | -11.2% | -1.5% |
| 30D | -2.7% | +18.8% | -21.5% | -2.3% |
| 3M | -0.7% | +136.1% | -136.8% | +0.7% |
| 6M | -5.0% | +235.2% | -240.2% | -3.9% |
| YTD | +15.5% | +320.5% | -305.1% | +16.5% |
| 1Y | +16.4% | +425.2% | -408.8% | +18.1% |
| All | +16.4% | +453.6% | -437.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling