+28.1%
CL vs KMI
+158.6%
-130.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.6% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -5.2% | +3.7% | -8.9% | -5.7% |
| 3M | +3.3% | +3.2% | +0.1% | +2.8% |
| 6M | -4.4% | -3.0% | -1.4% | -4.2% |
| YTD | +13.9% | +19.7% | -5.7% | +11.1% |
| 1Y | +7.6% | +25.6% | -18.0% | +4.3% |
| 3Y | +29.6% | +120.2% | -90.6% | +13.5% |
| 5Y | +28.1% | +160.5% | -132.4% | +9.6% |
| All | +28.1% | +158.6% | -130.5% | +9.6% |
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 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