-32.8%
TER vs KMI
+1.2%
-34.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -1.6% |
| 7D | -8.9% | -5.1% | -3.8% | -7.6% |
| 30D | -39.1% | -3.1% | -35.9% | -37.8% |
| 3M | -32.8% | +0.2% | -33.0% | -32.4% |
| All | -32.8% | +1.2% | -34.0% | -32.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling