+692.9%
CB vs KMI
+107.9%
+585.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +0.9% |
| 7D | +0.7% | -5.1% | +5.8% | +2.3% |
| 30D | +8.2% | -3.1% | +11.3% | +9.0% |
| 3M | +6.3% | +0.2% | +6.1% | +5.9% |
| 6M | +16.2% | +1.1% | +15.1% | +15.3% |
| YTD | +19.3% | +17.7% | +1.6% | +12.5% |
| 1Y | +29.2% | +19.6% | +9.6% | +21.2% |
| 3Y | +71.4% | +117.6% | -46.2% | +30.5% |
| 5Y | +104.2% | +143.1% | -38.9% | +48.6% |
| 10Y | +246.7% | +142.0% | +104.6% | +140.4% |
| All | +692.9% | +107.9% | +585.0% | +417.5% |
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