+133.6%
CCL vs KMI
+122.7%
+10.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.2% | +6.5% | -7.7% | -3.0% |
| 30D | +13.1% | -3.4% | +16.6% | +13.8% |
| 3M | +3.4% | +0.4% | +3.0% | +2.6% |
| 6M | +18.7% | -0.9% | +19.6% | +17.6% |
| YTD | -2.3% | +20.5% | -22.7% | -13.8% |
| 1Y | +14.2% | +23.2% | -9.0% | -0.8% |
| 3Y | +133.6% | +121.6% | +12.0% | +40.9% |
| All | +133.6% | +122.7% | +10.9% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling