+1.5%
CARR vs KMI
+111.5%
-109.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -3.8% | -1.7% | -2.0% | -3.3% |
| 30D | -8.9% | -2.7% | -6.2% | -8.4% |
| 3M | -17.3% | -0.7% | -16.6% | -17.4% |
| 6M | -1.4% | -5.0% | +3.6% | -0.7% |
| YTD | +10.0% | +15.5% | -5.5% | +3.4% |
| 1Y | -6.4% | +16.4% | -22.8% | -12.4% |
| 3Y | +1.5% | +114.2% | -112.6% | -29.0% |
| All | +1.5% | +111.5% | -109.9% | -29.0% |
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