+47.4%
TER vs KMI
+23.2%
+24.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +24.0% | +6.0% | +17.9% | +22.7% |
| 30D | -30.6% | -3.4% | -27.2% | -30.9% |
| 3M | -34.5% | +1.8% | -36.3% | -34.5% |
| 6M | -26.4% | +0.4% | -26.8% | -27.0% |
| YTD | +36.4% | +20.8% | +15.6% | +30.5% |
| 1Y | +47.4% | +23.0% | +24.4% | +41.0% |
| All | +47.4% | +23.2% | +24.2% | +41.0% |
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