+129.5%
KMI vs TXT
+107.7%
+21.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.6% |
| 30D | -2.7% | -8.9% | +6.1% | +0.7% |
| 3M | -0.7% | -13.6% | +12.9% | +4.4% |
| 6M | -5.0% | -13.1% | +8.1% | -0.9% |
| YTD | +15.5% | -7.0% | +22.5% | +16.7% |
| 1Y | +16.4% | -1.4% | +17.8% | +14.7% |
| 3Y | +114.2% | +7.0% | +107.2% | +98.6% |
| 5Y | +153.3% | +15.4% | +137.8% | +121.4% |
| All | +129.5% | +107.7% | +21.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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