+414.1%
CARR vs KMI
+350.0%
+64.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | -4.1% | -2.1% | -2.1% | -3.3% |
| 30D | -11.0% | -1.7% | -9.3% | -10.5% |
| 3M | -16.4% | -1.9% | -14.5% | -16.1% |
| 6M | -2.4% | -4.3% | +2.0% | -1.5% |
| YTD | +8.4% | +15.8% | -7.4% | +0.4% |
| 1Y | -8.0% | +17.6% | -25.6% | -15.6% |
| 3Y | +0.6% | +113.1% | -112.5% | -31.3% |
| 5Y | +7.7% | +154.0% | -146.2% | -32.9% |
| All | +414.1% | +350.0% | +64.0% | +148.4% |
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 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