-53.1%
TE vs KMI
+112.5%
-165.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | +0.2% | -1.7% | +1.9% | +0.9% |
| 30D | -5.9% | -2.7% | -3.2% | -5.2% |
| 3M | -45.6% | -0.7% | -44.9% | -45.9% |
| 6M | -43.4% | -5.0% | -38.4% | -43.3% |
| YTD | -31.0% | +15.5% | -46.5% | -35.8% |
| 1Y | +145.2% | +16.4% | +128.8% | +127.7% |
| 3Y | -24.1% | +114.2% | -138.2% | -40.2% |
| 5Y | -48.1% | +153.3% | -201.4% | -59.4% |
| All | -53.1% | +112.5% | -165.5% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling