+723.5%
CAT vs KMI
+107.9%
+615.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -3.3% |
| 7D | -6.3% | -5.1% | -1.2% | -3.9% |
| 30D | -26.8% | -3.1% | -23.6% | -25.8% |
| 3M | -30.0% | +0.2% | -30.3% | -30.3% |
| 6M | -34.6% | +1.1% | -35.7% | -35.4% |
| YTD | +2.9% | +17.7% | -14.8% | -5.6% |
| 1Y | +3.3% | +19.6% | -16.3% | -6.2% |
| 3Y | +153.7% | +117.6% | +36.1% | +71.6% |
| 5Y | +207.3% | +143.1% | +64.2% | +98.0% |
| 10Y | +674.0% | +142.0% | +532.0% | +379.4% |
| All | +723.5% | +107.9% | +615.6% | +397.5% |
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