+219.1%
TER vs KMI
+158.6%
+60.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.5% |
| 7D | +11.0% | -0.4% | +11.3% | +11.1% |
| 30D | -1.9% | +3.7% | -5.5% | -3.4% |
| 3M | -0.7% | +3.2% | -3.8% | -2.5% |
| 6M | +36.4% | -3.0% | +39.4% | +36.7% |
| YTD | +92.4% | +19.7% | +72.8% | +75.1% |
| 1Y | +213.5% | +25.6% | +187.9% | +177.4% |
| 3Y | +277.2% | +120.2% | +157.0% | +143.3% |
| 5Y | +219.1% | +160.5% | +58.6% | +91.7% |
| All | +219.1% | +158.6% | +60.6% | +91.7% |
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