+995.4%
TER vs KMI
+158.9%
+836.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +14.4% | +6.5% | +7.8% | +11.3% |
| 30D | -30.6% | -3.4% | -27.1% | -29.3% |
| 3M | -39.2% | +0.4% | -39.6% | -39.3% |
| 6M | -31.3% | -0.9% | -30.3% | -31.5% |
| YTD | +29.1% | +20.5% | +8.6% | +17.3% |
| 1Y | +47.4% | +23.2% | +24.3% | +32.4% |
| 3Y | +191.2% | +121.6% | +69.6% | +94.8% |
| 5Y | +74.0% | +149.1% | -75.1% | +9.9% |
| All | +995.4% | +158.9% | +836.5% | +531.5% |
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 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