+1,779.8%
TSM vs KMI
+136.8%
+1,642.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.0% | -1.7% | +2.7% | +1.6% |
| 30D | +1.0% | -2.7% | +3.7% | +1.7% |
| 3M | +2.9% | -0.7% | +3.6% | +2.6% |
| 6M | +22.8% | -5.0% | +27.8% | +23.8% |
| YTD | +43.3% | +15.5% | +27.8% | +34.8% |
| 1Y | +69.2% | +16.4% | +52.7% | +58.4% |
| 3Y | +404.5% | +114.2% | +290.3% | +282.7% |
| 5Y | +282.2% | +153.3% | +129.0% | +172.6% |
| All | +1,779.8% | +136.8% | +1,642.9% | +1,196.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling