+607.3%
CEG vs KMI
+123.7%
+483.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.8% |
| 7D | +0.3% | -2.1% | +2.4% | +1.6% |
| 30D | +2.9% | -1.7% | +4.6% | +3.6% |
| 3M | +18.2% | -1.9% | +20.1% | +18.8% |
| 6M | -9.5% | -4.3% | -5.2% | -8.1% |
| YTD | -18.7% | +15.8% | -34.5% | -28.5% |
| 1Y | -10.1% | +17.6% | -27.7% | -22.6% |
| 3Y | +168.3% | +113.1% | +55.2% | +60.5% |
| All | +607.3% | +123.7% | +483.6% | +327.5% |
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