+355.8%
CIEN vs KMI
+148.3%
+207.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.4% |
| 7D | +15.3% | +6.5% | +8.7% | +11.7% |
| 30D | -22.0% | -3.4% | -18.5% | -20.4% |
| 3M | -36.6% | +0.4% | -37.0% | -36.7% |
| 6M | -51.5% | -0.9% | -50.5% | -51.4% |
| YTD | +20.0% | +20.5% | -0.5% | +8.4% |
| 1Y | +44.5% | +23.2% | +21.3% | +28.7% |
| 3Y | +539.0% | +121.6% | +417.4% | +341.4% |
| All | +355.8% | +148.3% | +207.4% | +224.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling