+285.0%
TSM vs KMI
+157.3%
+127.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +4.8% | -1.8% | +6.5% | +5.3% |
| 30D | +4.0% | +0.1% | +4.0% | +3.8% |
| 3M | +2.0% | +1.2% | +0.8% | +1.0% |
| 6M | +25.5% | -3.9% | +29.4% | +26.1% |
| YTD | +44.0% | +17.5% | +26.5% | +33.3% |
| 1Y | +75.4% | +22.6% | +52.8% | +59.1% |
| 3Y | +406.7% | +116.3% | +290.5% | +268.5% |
| 5Y | +285.0% | +157.6% | +127.4% | +155.4% |
| All | +285.0% | +157.3% | +127.7% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling