+89.6%
CL vs KMI
+158.9%
-69.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +3.2% | +6.5% | -3.3% | +2.2% |
| 30D | +8.0% | -3.4% | +11.5% | +8.5% |
| 3M | +7.9% | +0.4% | +7.5% | +7.6% |
| 6M | +14.7% | -0.9% | +15.7% | +14.6% |
| YTD | +29.2% | +20.5% | +8.7% | +24.7% |
| 1Y | +29.5% | +23.2% | +6.4% | +24.6% |
| 3Y | +40.7% | +121.6% | -80.9% | +20.5% |
| 5Y | +43.9% | +149.1% | -105.2% | +19.7% |
| All | +89.6% | +158.9% | -69.3% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling