+59.6%
TXN vs KMI
+151.4%
-91.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -1.7% | +5.7% | +4.6% |
| 30D | -2.9% | -2.7% | -0.1% | -2.0% |
| 3M | -9.1% | -0.7% | -8.4% | -9.3% |
| 6M | +36.6% | -5.0% | +41.6% | +38.2% |
| YTD | +57.5% | +15.5% | +42.0% | +47.1% |
| 1Y | +49.5% | +16.4% | +33.1% | +38.9% |
| 3Y | +76.5% | +114.2% | -37.6% | +23.9% |
| All | +59.6% | +151.4% | -91.8% | +5.6% |
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