+1,044.0%
CAT vs KMI
+107.5%
+936.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | -6.6% | +0.9% | -7.5% | -7.1% |
| 3M | -13.3% | 0.0% | -13.3% | -13.8% |
| 6M | +11.6% | -5.7% | +17.3% | +13.7% |
| YTD | +42.9% | +17.5% | +25.5% | +31.3% |
| 1Y | +95.4% | +22.3% | +73.2% | +75.5% |
| 3Y | +196.6% | +111.9% | +84.7% | +103.2% |
| 5Y | +321.7% | +151.8% | +169.8% | +167.4% |
| 10Y | +1,140.8% | +138.7% | +1,002.1% | +673.3% |
| All | +1,044.0% | +107.5% | +936.5% | +592.4% |
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