+117.2%
KMI vs TXT
+219.1%
-101.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | -3.4% | +13.3% | -16.8% | -8.0% |
| 3M | +0.4% | -5.0% | +5.3% | +1.8% |
| 6M | -0.9% | -8.4% | +7.5% | +1.1% |
| YTD | +20.5% | -4.0% | +24.5% | +19.9% |
| 1Y | +23.2% | +2.8% | +20.4% | +19.4% |
| 3Y | +121.6% | +10.3% | +111.3% | +104.2% |
| 5Y | +149.1% | +9.2% | +139.9% | +125.5% |
| 10Y | +158.3% | +89.6% | +68.7% | +74.5% |
| All | +117.2% | +219.1% | -101.8% | +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