+631.6%
CB vs KMI
+107.5%
+524.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -3.1% | +0.9% | -4.0% | -3.5% |
| 3M | +9.0% | 0.0% | +9.0% | +8.8% |
| 6M | +2.9% | -5.7% | +8.6% | +4.4% |
| YTD | +10.1% | +17.5% | -7.4% | +4.2% |
| 1Y | +22.8% | +22.3% | +0.5% | +14.4% |
| 3Y | +73.8% | +111.9% | -38.1% | +33.7% |
| 5Y | +99.2% | +151.8% | -52.7% | +43.4% |
| 10Y | +218.2% | +138.7% | +79.6% | +121.6% |
| All | +631.6% | +107.5% | +524.1% | +379.0% |
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