-48.5%
TE vs KMI
+120.2%
-168.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.8% | +8.2% | +9.4% |
| 7D | +18.2% | -0.4% | +18.6% | +18.4% |
| 30D | -13.5% | +3.7% | -17.2% | -14.7% |
| 3M | -44.6% | +3.2% | -47.7% | -45.7% |
| 6M | -24.7% | -3.0% | -21.7% | -25.1% |
| YTD | -24.3% | +19.7% | -43.9% | -30.4% |
| 1Y | +155.6% | +25.6% | +129.9% | +131.1% |
| 3Y | -18.3% | +120.2% | -138.5% | -36.3% |
| 5Y | -41.3% | +160.5% | -201.8% | -54.6% |
| All | -48.5% | +120.2% | -168.7% | -60.7% |
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 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