+4,964.9%
TSM vs KMI
+107.5%
+4,857.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | +3.6% | +0.9% | +2.7% | +3.2% |
| 3M | -3.4% | 0.0% | -3.4% | -3.8% |
| 6M | +20.6% | -5.7% | +26.3% | +21.8% |
| YTD | +41.9% | +17.5% | +24.4% | +33.7% |
| 1Y | +84.4% | +22.3% | +62.1% | +71.3% |
| 3Y | +380.2% | +111.9% | +268.3% | +276.8% |
| 5Y | +275.3% | +151.8% | +123.5% | +178.2% |
| 10Y | +1,751.4% | +138.7% | +1,612.7% | +1,223.2% |
| All | +4,964.9% | +107.5% | +4,857.4% | +3,301.8% |
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