+118.0%
KMI vs TXT
+5.5%
+112.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | +0.1% | -10.4% | +10.5% | +2.0% |
| 3M | +1.2% | -14.3% | +15.5% | +3.8% |
| 6M | -3.9% | -15.1% | +11.2% | -1.4% |
| YTD | +17.5% | -8.3% | +25.8% | +18.1% |
| 1Y | +22.6% | -0.7% | +23.4% | +20.7% |
| All | +118.0% | +5.5% | +112.5% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling