+1,125.9%
CIEN vs KMI
+111.3%
+1,014.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.6% |
| 7D | -5.3% | -0.4% | -4.9% | -5.1% |
| 30D | -17.2% | +3.7% | -20.9% | -18.5% |
| 3M | -26.9% | +3.2% | -30.0% | -28.0% |
| 6M | +16.0% | -3.0% | +19.0% | +16.9% |
| YTD | +45.9% | +19.7% | +26.3% | +34.7% |
| 1Y | +186.8% | +25.6% | +161.2% | +158.8% |
| 3Y | +607.8% | +120.2% | +487.6% | +414.7% |
| 5Y | +506.7% | +160.5% | +346.3% | +309.3% |
| 10Y | +1,438.7% | +134.8% | +1,303.9% | +918.2% |
| All | +1,125.9% | +111.3% | +1,014.6% | +589.1% |
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 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