+0.4%
CCL vs KMI
+151.2%
-150.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | -4.3% | -2.1% | -2.2% | -3.2% |
| 30D | -19.0% | -1.7% | -17.3% | -18.4% |
| 3M | -13.1% | -1.9% | -11.2% | -12.9% |
| 6M | -13.3% | -4.3% | -8.9% | -12.6% |
| YTD | -25.2% | +15.8% | -41.0% | -34.7% |
| 1Y | -27.2% | +17.6% | -44.8% | -37.4% |
| 3Y | +49.2% | +113.1% | -63.9% | -22.7% |
| 5Y | +0.4% | +154.0% | -153.6% | -55.3% |
| All | +0.4% | +151.2% | -150.8% | -55.3% |
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 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