+251.7%
CB vs KMI
+158.9%
+92.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +2.9% | +6.5% | -3.6% | +0.4% |
| 30D | +7.3% | -3.4% | +10.7% | +8.5% |
| 3M | +9.4% | +0.4% | +9.0% | +8.8% |
| 6M | +19.6% | -0.9% | +20.6% | +19.4% |
| YTD | +21.5% | +20.5% | +1.0% | +11.6% |
| 1Y | +28.0% | +23.2% | +4.8% | +16.4% |
| 3Y | +74.9% | +121.6% | -46.7% | +20.9% |
| 5Y | +108.1% | +149.1% | -40.9% | +34.3% |
| All | +251.7% | +158.9% | +92.8% | +108.7% |
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