+111.8%
KMI vs TXT
+201.5%
-89.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -0.5% | -4.8% | +4.3% | +1.2% |
| 30D | +0.9% | -10.6% | +11.5% | +5.0% |
| 3M | 0.0% | -13.2% | +13.2% | +4.6% |
| 6M | -5.7% | -20.3% | +14.6% | +1.4% |
| YTD | +17.5% | -9.3% | +26.7% | +19.9% |
| 1Y | +22.3% | -2.7% | +25.0% | +21.3% |
| 3Y | +111.9% | +1.4% | +110.6% | +102.2% |
| 5Y | +151.8% | +9.6% | +142.3% | +128.0% |
| 10Y | +138.7% | +94.9% | +43.8% | +60.6% |
| All | +111.8% | +201.5% | -89.7% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling