+149.8%
KMI vs TXT
+10.3%
+139.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.8% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | -3.4% | +13.3% | -16.7% | -6.7% |
| 3M | +1.8% | -5.1% | +6.9% | +3.0% |
| 6M | +0.4% | -7.1% | +7.6% | +1.7% |
| YTD | +20.8% | -3.2% | +24.0% | +20.0% |
| 1Y | +23.0% | +2.3% | +20.7% | +19.9% |
| 3Y | +123.3% | +11.1% | +112.2% | +105.6% |
| 5Y | +149.8% | +10.0% | +139.8% | +126.0% |
| All | +149.8% | +10.3% | +139.5% | +126.0% |
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