+407.0%
TSM vs KMI
+115.3%
+291.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | +4.8% | -1.8% | +6.5% | +5.2% |
| 30D | +4.0% | +0.1% | +4.0% | +3.9% |
| 3M | +2.0% | +1.2% | +0.8% | +1.2% |
| 6M | +25.5% | -3.9% | +29.4% | +26.1% |
| YTD | +44.0% | +17.5% | +26.5% | +34.4% |
| 1Y | +75.4% | +22.6% | +52.8% | +60.5% |
| All | +407.0% | +115.3% | +291.7% | +329.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling