+76.1%
TER vs KMI
+141.1%
-64.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -1.1% |
| 7D | -8.9% | -5.1% | -3.8% | -6.6% |
| 30D | -39.1% | -3.1% | -35.9% | -38.1% |
| 3M | -32.8% | +0.2% | -33.0% | -32.8% |
| 6M | -31.7% | +1.1% | -32.9% | -32.7% |
| YTD | +26.9% | +17.7% | +9.2% | +15.9% |
| 1Y | +33.6% | +19.6% | +14.0% | +20.8% |
| 3Y | +181.5% | +117.6% | +63.9% | +77.0% |
| 5Y | +76.1% | +143.1% | -67.0% | +6.1% |
| All | +76.1% | +141.1% | -64.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling