-33.4%
CCL vs KMI
+107.5%
-140.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.5% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -20.3% | +0.9% | -21.2% | -21.1% |
| 3M | -15.1% | 0.0% | -15.1% | -16.0% |
| 6M | -15.1% | -5.7% | -9.4% | -13.5% |
| YTD | -21.8% | +17.5% | -39.3% | -31.5% |
| 1Y | -24.8% | +22.3% | -47.1% | -36.0% |
| 3Y | +51.9% | +111.9% | -60.1% | -11.4% |
| 5Y | +4.0% | +151.8% | -147.8% | -45.5% |
| 10Y | -42.2% | +138.7% | -180.9% | -68.9% |
| All | -33.4% | +107.5% | -140.9% | -65.2% |
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