+303.4%
CME vs KMI
+158.9%
+144.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +3.9% | +6.5% | -2.6% | +1.5% |
| 30D | +11.3% | -3.4% | +14.8% | +12.5% |
| 3M | +19.6% | +0.4% | +19.2% | +18.9% |
| 6M | +8.1% | -0.9% | +9.0% | +8.0% |
| YTD | +20.4% | +20.5% | -0.1% | +11.6% |
| 1Y | +16.5% | +23.2% | -6.7% | +7.0% |
| 3Y | +66.4% | +121.6% | -55.2% | +18.2% |
| 5Y | +74.5% | +149.1% | -74.6% | +15.0% |
| All | +303.4% | +158.9% | +144.5% | +131.6% |
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 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