+785.5%
TRV vs KMI
+107.5%
+677.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +0.2% | -1.8% | +1.9% | +0.7% |
| 30D | -2.3% | +0.1% | -2.4% | -2.5% |
| 3M | +22.7% | +1.2% | +21.5% | +22.0% |
| 6M | +21.9% | -3.9% | +25.9% | +23.0% |
| YTD | +27.5% | +17.5% | +9.9% | +20.4% |
| 1Y | +36.2% | +22.6% | +13.6% | +26.7% |
| 3Y | +140.6% | +116.3% | +24.3% | +84.4% |
| 5Y | +154.5% | +157.6% | -3.1% | +82.5% |
| 10Y | +295.4% | +136.6% | +158.9% | +175.6% |
| All | +785.5% | +107.5% | +677.9% | +468.5% |
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