-18.0%
CDE vs KMI
+104.5%
-122.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | -2.3% |
| 7D | -6.1% | -2.1% | -4.0% | -5.0% |
| 30D | +9.5% | -1.7% | +11.2% | +9.9% |
| 3M | +32.0% | -1.9% | +33.9% | +31.7% |
| 6M | -12.8% | -4.3% | -8.4% | -12.4% |
| YTD | +14.2% | +15.8% | -1.6% | +2.3% |
| 1Y | +36.3% | +17.6% | +18.7% | +20.8% |
| 3Y | +821.4% | +113.1% | +708.3% | +472.3% |
| 5Y | +194.3% | +154.0% | +40.3% | +69.6% |
| 10Y | +53.2% | +133.1% | -79.9% | -11.0% |
| All | -18.0% | +104.5% | -122.5% | -47.8% |
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