+333.5%
CAT vs KMI
+158.6%
+174.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.1% |
| 7D | +5.6% | -0.4% | +5.9% | +5.7% |
| 30D | -2.3% | +3.7% | -6.0% | -4.4% |
| 3M | -10.0% | +3.2% | -13.2% | -12.1% |
| 6M | +21.2% | -3.0% | +24.2% | +22.0% |
| YTD | +44.4% | +19.7% | +24.8% | +28.7% |
| 1Y | +96.3% | +25.6% | +70.7% | +69.0% |
| 3Y | +203.9% | +120.2% | +83.7% | +72.6% |
| 5Y | +333.5% | +160.5% | +173.0% | +109.0% |
| All | +333.5% | +158.6% | +174.9% | +109.0% |
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 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