+126.5%
KMI vs TXG
+22.9%
+103.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -2.1% | +5.0% | -7.1% | -2.4% |
| 30D | -1.7% | +13.5% | -15.2% | -2.6% |
| 3M | -1.9% | +128.0% | -129.9% | -7.6% |
| 6M | -4.3% | +224.4% | -228.8% | -12.6% |
| YTD | +15.8% | +307.0% | -291.2% | +3.6% |
| 1Y | +17.6% | +427.2% | -409.7% | +2.5% |
| 3Y | +113.1% | +40.2% | +73.0% | +101.8% |
| 5Y | +154.0% | -64.0% | +218.0% | +161.0% |
| All | +126.5% | +22.9% | +103.5% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling