+97.4%
CB vs KMI
+158.6%
-61.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.3% | -2.0% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -3.9% | +3.7% | -7.6% | -4.9% |
| 3M | +4.9% | +3.2% | +1.8% | +3.8% |
| 6M | +3.3% | -3.0% | +6.2% | +3.8% |
| YTD | +8.5% | +19.7% | -11.1% | +2.6% |
| 1Y | +22.1% | +25.6% | -3.6% | +13.5% |
| 3Y | +70.1% | +120.2% | -50.1% | +28.0% |
| 5Y | +97.4% | +160.5% | -63.1% | +32.5% |
| All | +97.4% | +158.6% | -61.2% | +32.5% |
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 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