+57.3%
CL vs KMI
+132.8%
-75.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -5.5% | +0.1% | -5.6% | -5.5% |
| 3M | +0.8% | +1.2% | -0.3% | +0.6% |
| 6M | -4.2% | -3.9% | -0.3% | -3.8% |
| YTD | +13.4% | +17.5% | -4.1% | +10.2% |
| 1Y | +7.1% | +22.6% | -15.6% | +3.2% |
| 3Y | +29.0% | +116.3% | -87.3% | +11.4% |
| 5Y | +28.3% | +157.6% | -129.3% | +6.5% |
| 10Y | +57.3% | +136.6% | -79.3% | +31.6% |
| All | +57.3% | +132.8% | -75.5% | +31.6% |
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