+106.5%
T vs KMI
+119.2%
-12.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -0.8% |
| 7D | -1.5% | -0.4% | -1.2% | -1.5% |
| 30D | +7.6% | +3.7% | +3.9% | +6.6% |
| 3M | +15.3% | +3.2% | +12.1% | +14.4% |
| 6M | -8.5% | -3.0% | -5.5% | -8.0% |
| YTD | +6.8% | +19.7% | -12.9% | +2.5% |
| 1Y | -7.2% | +25.6% | -32.9% | -11.9% |
| All | +106.5% | +119.2% | -12.6% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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