+157.6%
KMI vs TXT
+13.4%
+144.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | +0.1% | -10.4% | +10.5% | +3.1% |
| 3M | +1.2% | -14.3% | +15.5% | +5.1% |
| 6M | -3.9% | -15.1% | +11.2% | -0.2% |
| YTD | +17.5% | -8.3% | +25.8% | +18.7% |
| 1Y | +22.6% | -0.7% | +23.4% | +20.6% |
| 3Y | +116.3% | +6.0% | +110.3% | +102.0% |
| 5Y | +157.6% | +12.5% | +145.1% | +126.3% |
| All | +157.6% | +13.4% | +144.2% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling