+1,851.9%
TER vs KMI
+136.8%
+1,715.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +6.4% | -1.7% | +8.1% | +7.1% |
| 30D | -5.7% | -2.7% | -2.9% | -4.7% |
| 3M | -0.4% | -0.7% | +0.3% | -0.7% |
| 6M | +25.8% | -5.0% | +30.8% | +27.2% |
| YTD | +96.4% | +15.5% | +80.9% | +81.7% |
| 1Y | +229.2% | +16.4% | +212.8% | +202.2% |
| 3Y | +288.1% | +114.2% | +174.0% | +164.1% |
| 5Y | +219.9% | +153.3% | +66.7% | +100.7% |
| All | +1,851.9% | +136.8% | +1,715.1% | +1,084.6% |
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