+2,620.8%
CLS vs KMI
+107.5%
+2,513.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +4.6% | -0.5% | +5.1% | +4.8% |
| 30D | -13.9% | +0.9% | -14.8% | -14.6% |
| 3M | -26.6% | 0.0% | -26.5% | -27.4% |
| 6M | +15.4% | -5.7% | +21.1% | +16.8% |
| YTD | +5.7% | +17.5% | -11.8% | -4.7% |
| 1Y | +41.1% | +22.3% | +18.8% | +24.3% |
| 3Y | +1,228.6% | +111.9% | +1,116.7% | +820.5% |
| 5Y | +3,240.6% | +151.8% | +3,088.8% | +2,033.7% |
| 10Y | +2,760.3% | +138.7% | +2,621.7% | +1,696.9% |
| All | +2,620.8% | +107.5% | +2,513.3% | +1,374.6% |
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