+2,016.0%
CLS vs KMI
+110.6%
+1,905.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.2% | +7.9% |
| 7D | +2.8% | +0.2% | +2.5% | +3.0% |
| 30D | -30.1% | -3.7% | -26.4% | -28.6% |
| 3M | -21.7% | +1.2% | -23.0% | -22.2% |
| 6M | -36.2% | -0.3% | -36.0% | -36.8% |
| YTD | -17.8% | +19.2% | -37.1% | -26.2% |
| 1Y | -26.8% | +21.7% | -48.5% | -34.9% |
| 3Y | +853.4% | +120.4% | +733.0% | +549.9% |
| 5Y | +2,005.0% | +144.9% | +1,860.1% | +1,265.5% |
| 10Y | +1,929.4% | +155.6% | +1,773.8% | +1,151.8% |
| All | +2,016.0% | +110.6% | +1,905.4% | +1,041.8% |
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