-47.0%
CLF vs KMI
+158.6%
-205.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.9% |
| 7D | +6.5% | -0.4% | +6.9% | +6.7% |
| 30D | +0.2% | +3.7% | -3.4% | -2.5% |
| 3M | -3.1% | +3.2% | -6.2% | -6.0% |
| 6M | +25.0% | -3.0% | +28.0% | +25.5% |
| YTD | -7.5% | +19.7% | -27.1% | -21.7% |
| 1Y | +11.5% | +25.6% | -14.1% | -9.8% |
| 3Y | -13.7% | +120.2% | -133.9% | -60.3% |
| 5Y | -47.0% | +160.5% | -207.5% | -80.4% |
| All | -47.0% | +158.6% | -205.5% | -80.4% |
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