+43.2%
TER vs KMI
+26.0%
+17.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -6.8% |
| 7D | -19.9% | -5.2% | -14.6% | -19.9% |
| 30D | -43.5% | +1.2% | -44.8% | -43.2% |
| 3M | -37.8% | +1.3% | -39.1% | -37.4% |
| 6M | -25.6% | -1.1% | -24.4% | -25.9% |
| YTD | +29.8% | +19.0% | +10.8% | +24.9% |
| 1Y | +43.2% | +26.6% | +16.6% | +34.7% |
| All | +43.2% | +26.0% | +17.2% | +34.7% |
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 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