+43.4%
TLT vs KMI
+107.5%
-64.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.5% |
| 30D | -0.6% | +0.9% | -1.5% | -0.5% |
| 3M | -2.7% | 0.0% | -2.7% | -2.7% |
| 6M | -5.6% | -5.7% | +0.1% | -5.9% |
| YTD | -2.8% | +17.5% | -20.3% | -1.5% |
| 1Y | -1.4% | +22.3% | -23.7% | +0.2% |
| 3Y | -1.6% | +111.9% | -113.5% | +4.9% |
| 5Y | -33.8% | +151.8% | -185.7% | -27.9% |
| 10Y | -21.1% | +138.7% | -159.8% | -13.4% |
| All | +43.4% | +107.5% | -64.0% | +63.7% |
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