+4,621.2%
TSM vs KMI
+112.8%
+4,508.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +6.2% | +6.5% | -0.3% | +4.3% |
| 30D | -7.3% | -3.4% | -3.8% | -6.3% |
| 3M | -7.1% | +0.4% | -7.5% | -7.4% |
| 6M | +0.2% | -0.9% | +1.2% | 0.0% |
| YTD | +32.2% | +20.5% | +11.7% | +23.7% |
| 1Y | +42.8% | +23.2% | +19.6% | +32.5% |
| 3Y | +330.4% | +121.6% | +208.8% | +233.2% |
| 5Y | +263.9% | +149.1% | +114.8% | +171.0% |
| 10Y | +1,580.2% | +158.3% | +1,421.9% | +1,077.7% |
| All | +4,621.2% | +112.8% | +4,508.4% | +3,046.9% |
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