+253.9%
CL vs KMI
+99.7%
+154.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | +1.3% | -10.8% | +12.1% | +3.1% |
| 30D | +11.4% | -5.0% | +16.4% | +12.1% |
| 3M | +4.4% | -3.4% | +7.8% | +4.8% |
| 6M | +10.8% | -3.4% | +14.2% | +11.1% |
| YTD | +25.1% | +13.1% | +12.0% | +22.3% |
| 1Y | +28.0% | +19.0% | +8.9% | +24.0% |
| 3Y | +37.6% | +106.1% | -68.5% | +20.9% |
| 5Y | +39.7% | +130.1% | -90.4% | +19.7% |
| 10Y | +75.8% | +151.9% | -76.1% | +44.4% |
| All | +253.9% | +99.7% | +154.2% | +188.5% |
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