+639.5%
CEG vs KMI
+127.0%
+512.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.3% |
| 7D | +8.0% | -0.5% | +8.5% | +8.3% |
| 30D | +12.9% | +0.9% | +12.0% | +11.8% |
| 3M | +13.2% | 0.0% | +13.2% | +12.3% |
| 6M | -7.0% | -5.7% | -1.3% | -4.5% |
| YTD | -15.0% | +17.5% | -32.5% | -25.9% |
| 1Y | -2.7% | +22.3% | -25.0% | -18.6% |
| 3Y | +184.1% | +111.9% | +72.1% | +70.5% |
| All | +639.5% | +127.0% | +512.5% | +342.8% |
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