+56.1%
CDE vs KMI
+136.8%
-80.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -3.1% | -1.7% | -1.4% | -2.1% |
| 30D | +9.5% | -2.7% | +12.2% | +10.7% |
| 3M | +25.5% | -0.7% | +26.2% | +24.1% |
| 6M | -7.9% | -5.0% | -2.9% | -7.1% |
| YTD | +15.6% | +15.5% | +0.1% | +1.8% |
| 1Y | +34.0% | +16.4% | +17.6% | +17.0% |
| 3Y | +791.9% | +114.2% | +677.7% | +404.2% |
| 5Y | +197.7% | +153.3% | +44.5% | +54.9% |
| All | +56.1% | +136.8% | -80.7% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling