+42.4%
TLT vs KMI
+110.6%
-68.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | +0.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +4.1% | -3.7% | +7.8% | +3.9% |
| 3M | -0.4% | +1.2% | -1.6% | -0.2% |
| 6M | -3.2% | -0.3% | -2.9% | -3.1% |
| YTD | -3.5% | +19.2% | -22.8% | -2.1% |
| 1Y | -5.8% | +21.7% | -27.5% | -4.3% |
| 3Y | +4.6% | +120.4% | -115.8% | +11.9% |
| 5Y | -34.4% | +144.9% | -179.3% | -28.7% |
| 10Y | -11.4% | +155.6% | -167.0% | -2.1% |
| All | +42.4% | +110.6% | -68.2% | +62.7% |
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 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