+180.6%
CEG vs KMI
+121.9%
+58.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -1.1% |
| 7D | +6.7% | -0.4% | +7.1% | +6.9% |
| 30D | +11.0% | +3.7% | +7.3% | +8.1% |
| 3M | +19.5% | +3.2% | +16.3% | +16.2% |
| 6M | -5.9% | -3.0% | -2.9% | -5.1% |
| YTD | -15.0% | +19.7% | -34.6% | -27.2% |
| 1Y | +0.6% | +25.6% | -25.0% | -18.4% |
| 3Y | +180.6% | +120.2% | +60.4% | +82.4% |
| All | +180.6% | +121.9% | +58.7% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling