-1.1%
TLT vs KMI
+121.9%
-123.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -0.3% | +3.7% | -4.0% | -0.5% |
| 3M | -1.7% | +3.2% | -4.9% | -1.9% |
| 6M | -4.9% | -3.0% | -1.9% | -4.8% |
| YTD | -2.8% | +19.7% | -22.4% | -3.9% |
| 1Y | -4.2% | +25.6% | -29.8% | -5.7% |
| 3Y | -1.1% | +120.2% | -121.3% | -16.0% |
| All | -1.1% | +121.9% | -123.0% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling