-12.6%
TLT vs KMI
+158.9%
-171.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.1% | +6.5% | -9.6% | -2.8% |
| 30D | +1.0% | -3.4% | +4.5% | +0.9% |
| 3M | -2.7% | +0.4% | -3.1% | -2.7% |
| 6M | -4.1% | -0.9% | -3.2% | -4.1% |
| YTD | -5.4% | +20.5% | -25.8% | -4.4% |
| 1Y | -7.0% | +23.2% | -30.2% | -6.0% |
| 3Y | +2.8% | +121.6% | -118.8% | +7.9% |
| 5Y | -35.4% | +149.1% | -184.5% | -31.2% |
| All | -12.6% | +158.9% | -171.5% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling