+199.8%
TER vs KMI
+21.6%
+178.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.1% | +5.4% |
| 7D | +0.6% | -0.5% | +1.1% | +0.5% |
| 30D | -8.3% | +0.9% | -9.2% | -8.1% |
| 3M | -12.2% | 0.0% | -12.2% | -12.1% |
| 6M | +17.0% | -5.7% | +22.7% | +16.4% |
| YTD | +84.6% | +17.5% | +67.1% | +82.7% |
| 1Y | +199.8% | +22.3% | +177.5% | +208.5% |
| All | +199.8% | +21.6% | +178.3% | +208.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling