+9.1%
CME vs KMI
+17.6%
-8.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.6% | -1.7% | +0.1% | -1.0% |
| 30D | +5.6% | -2.7% | +8.3% | +6.5% |
| 3M | +5.6% | -0.7% | +6.3% | +5.5% |
| 6M | -8.3% | -5.0% | -3.3% | -6.7% |
| YTD | +4.3% | +15.5% | -11.1% | 0.0% |
| 1Y | +9.1% | +16.4% | -7.3% | +3.8% |
| All | +9.1% | +17.6% | -8.5% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling