-34.9%
TLT vs KMI
+157.3%
-192.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -0.3% | -1.8% | +1.5% | -0.3% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -2.9% | +1.2% | -4.0% | -2.9% |
| 6M | -6.3% | -3.9% | -2.3% | -6.2% |
| YTD | -3.3% | +17.5% | -20.9% | -3.7% |
| 1Y | -4.2% | +22.6% | -26.9% | -4.6% |
| 3Y | -1.7% | +116.3% | -118.0% | -2.9% |
| 5Y | -34.9% | +157.6% | -192.5% | -32.2% |
| All | -34.9% | +157.3% | -192.2% | -32.2% |
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