+253.3%
T vs KMI
+107.5%
+145.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +11.4% | +0.9% | +10.5% | +11.1% |
| 3M | +14.3% | 0.0% | +14.3% | +14.2% |
| 6M | -9.3% | -5.7% | -3.6% | -8.1% |
| YTD | +7.1% | +17.5% | -10.4% | +2.9% |
| 1Y | -9.1% | +22.3% | -31.4% | -13.5% |
| 3Y | +105.3% | +111.9% | -6.6% | +69.8% |
| 5Y | +66.8% | +151.8% | -85.0% | +31.6% |
| 10Y | +66.8% | +138.7% | -71.9% | +28.6% |
| All | +253.3% | +107.5% | +145.9% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling