+49.0%
CCL vs KMI
+115.3%
-66.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.5% |
| 7D | -4.4% | -1.8% | -2.6% | -3.8% |
| 30D | -18.2% | +0.1% | -18.3% | -18.3% |
| 3M | -17.7% | +1.2% | -18.9% | -18.6% |
| 6M | -13.0% | -3.9% | -9.1% | -12.5% |
| YTD | -24.5% | +17.5% | -42.0% | -32.5% |
| 1Y | -26.9% | +22.6% | -49.6% | -36.7% |
| All | +49.0% | +115.3% | -66.3% | -10.3% |
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