+1,123.7%
CAT vs KMI
+137.5%
+986.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.5% |
| 7D | +0.6% | -2.1% | +2.7% | +1.7% |
| 30D | -4.5% | -1.7% | -2.9% | -3.9% |
| 3M | -5.8% | -1.9% | -3.9% | -5.4% |
| 6M | +12.7% | -4.3% | +17.1% | +14.3% |
| YTD | +41.4% | +15.8% | +25.6% | +29.1% |
| 1Y | +92.1% | +17.6% | +74.5% | +73.2% |
| 3Y | +197.5% | +113.1% | +84.3% | +90.0% |
| 5Y | +327.9% | +154.0% | +173.9% | +148.7% |
| All | +1,123.7% | +137.5% | +986.2% | +624.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling