+520.6%
CIEN vs KMI
+151.2%
+369.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.3% |
| 7D | +5.4% | -2.1% | +7.4% | +6.4% |
| 30D | -13.7% | -1.7% | -12.0% | -13.0% |
| 3M | -23.0% | -1.9% | -21.1% | -22.6% |
| 6M | -0.8% | -4.3% | +3.5% | +0.7% |
| YTD | +43.1% | +15.8% | +27.3% | +32.0% |
| 1Y | +157.6% | +17.6% | +140.0% | +134.7% |
| 3Y | +593.8% | +113.1% | +480.7% | +398.5% |
| 5Y | +520.6% | +154.0% | +366.6% | +321.1% |
| All | +520.6% | +151.2% | +369.4% | +321.1% |
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