+2,953.7%
CLS vs KMI
+137.5%
+2,816.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.6% |
| 7D | +5.0% | -2.1% | +7.0% | +6.3% |
| 30D | +4.8% | -1.7% | +6.5% | +5.5% |
| 3M | -10.4% | -1.9% | -8.5% | -10.6% |
| 6M | +20.8% | -4.3% | +25.2% | +21.6% |
| YTD | +10.0% | +15.8% | -5.8% | -3.0% |
| 1Y | +28.5% | +17.6% | +10.9% | +11.7% |
| 3Y | +1,292.2% | +113.1% | +1,179.1% | +759.4% |
| 5Y | +3,616.8% | +154.0% | +3,462.8% | +1,942.8% |
| All | +2,953.7% | +137.5% | +2,816.2% | +1,596.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling