-48.5%
TE vs KMI
+151.2%
-199.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.3% | -5.7% |
| 7D | +0.9% | -2.1% | +2.9% | +2.5% |
| 30D | -16.3% | -1.7% | -14.6% | -15.6% |
| 3M | -40.8% | -1.9% | -38.9% | -41.2% |
| 6M | -42.6% | -4.3% | -38.3% | -43.0% |
| YTD | -31.4% | +15.8% | -47.2% | -42.7% |
| 1Y | +144.9% | +17.6% | +127.3% | +102.4% |
| 3Y | -26.0% | +113.1% | -139.1% | -63.3% |
| 5Y | -48.5% | +154.0% | -202.5% | -77.0% |
| All | -48.5% | +151.2% | -199.6% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling