+214.8%
TER vs KMI
+20.9%
+193.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.1% | -3.7% |
| 7D | +9.4% | -2.1% | +11.4% | +9.0% |
| 30D | -2.4% | -1.7% | -0.7% | -2.6% |
| 3M | +6.5% | -1.9% | +8.4% | +6.4% |
| 6M | +23.2% | -4.3% | +27.5% | +21.9% |
| YTD | +91.5% | +15.8% | +75.7% | +89.8% |
| 1Y | +214.8% | +17.6% | +197.2% | +217.6% |
| All | +214.8% | +20.9% | +193.9% | +217.6% |
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 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