+28.0%
CL vs KMI
+21.9%
+6.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | 0.0% |
| 7D | +2.6% | -5.1% | +7.7% | +3.0% |
| 30D | +11.8% | -3.1% | +14.9% | +11.7% |
| 3M | +5.9% | +0.2% | +5.7% | +5.4% |
| 6M | +13.3% | +1.1% | +12.2% | +12.4% |
| YTD | +27.1% | +17.7% | +9.4% | +22.1% |
| 1Y | +28.0% | +19.6% | +8.4% | +22.0% |
| All | +28.0% | +21.9% | +6.1% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling