+1,492.0%
TER vs KMI
+113.4%
+1,378.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | +24.0% | +6.0% | +17.9% | +21.2% |
| 30D | -30.6% | -3.4% | -27.2% | -29.5% |
| 3M | -34.5% | +1.8% | -36.3% | -34.9% |
| 6M | -26.4% | +0.4% | -26.8% | -27.0% |
| YTD | +36.4% | +20.8% | +15.6% | +25.3% |
| 1Y | +47.4% | +23.0% | +24.4% | +34.3% |
| 3Y | +202.6% | +123.3% | +79.2% | +113.5% |
| 5Y | +83.9% | +149.8% | -65.9% | +23.9% |
| 10Y | +1,068.0% | +159.0% | +909.0% | +636.4% |
| All | +1,492.0% | +113.4% | +1,378.6% | +885.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling