-16.8%
CCL vs KMI
+112.8%
-129.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -1.2% | +6.5% | -7.7% | -5.0% |
| 30D | +13.1% | -3.4% | +16.6% | +14.8% |
| 3M | +3.4% | +0.4% | +3.0% | +2.0% |
| 6M | +18.7% | -0.9% | +19.6% | +16.7% |
| YTD | -2.3% | +20.5% | -22.7% | -16.4% |
| 1Y | +14.2% | +23.2% | -9.0% | -4.0% |
| 3Y | +133.6% | +121.6% | +12.0% | +31.4% |
| 5Y | +33.5% | +149.1% | -115.6% | -30.0% |
| 10Y | -32.8% | +158.3% | -191.0% | -65.1% |
| All | -16.8% | +112.8% | -129.6% | -57.6% |
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