-84.5%
CLF vs KMI
+99.7%
-184.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.3% |
| 7D | -19.6% | -10.8% | -8.8% | -11.9% |
| 30D | -5.0% | -5.0% | 0.0% | -1.0% |
| 3M | -6.3% | -3.4% | -2.9% | -4.1% |
| 6M | +2.8% | -3.4% | +6.2% | +4.1% |
| YTD | -13.7% | +13.1% | -26.8% | -24.0% |
| 1Y | +13.6% | +19.0% | -5.4% | -4.2% |
| 3Y | -34.0% | +106.1% | -140.1% | -65.0% |
| 5Y | -48.7% | +130.1% | -178.8% | -74.9% |
| 10Y | +113.4% | +151.9% | -38.5% | -2.4% |
| All | -84.5% | +99.7% | -184.2% | -92.7% |
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