+1,993.6%
CLS vs KMI
+112.8%
+1,880.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +16.3% | +6.5% | +9.7% | +12.9% |
| 30D | -25.7% | -3.4% | -22.2% | -24.1% |
| 3M | -30.9% | +0.4% | -31.2% | -31.0% |
| 6M | -35.5% | -0.9% | -34.6% | -35.8% |
| YTD | -18.7% | +20.5% | -39.2% | -27.4% |
| 1Y | -17.9% | +23.2% | -41.1% | -27.5% |
| 3Y | +838.1% | +121.6% | +716.5% | +537.9% |
| 5Y | +1,971.9% | +149.1% | +1,822.8% | +1,233.8% |
| 10Y | +1,907.9% | +158.3% | +1,749.6% | +1,132.6% |
| All | +1,993.6% | +112.8% | +1,880.8% | +1,024.3% |
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 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