+1,284.2%
CLS vs KMI
+115.3%
+1,169.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.1% |
| 7D | +20.1% | -1.8% | +21.9% | +21.2% |
| 30D | +6.0% | +0.1% | +6.0% | +5.6% |
| 3M | -10.3% | +1.2% | -11.4% | -12.4% |
| 6M | +24.5% | -3.9% | +28.4% | +25.2% |
| YTD | +12.9% | +17.5% | -4.7% | -4.6% |
| 1Y | +36.7% | +22.6% | +14.0% | +10.1% |
| All | +1,284.2% | +115.3% | +1,169.0% | +880.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling