+877.6%
CME vs KMI
+113.4%
+764.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +2.7% | +6.0% | -3.3% | +1.0% |
| 30D | +13.5% | -3.4% | +16.9% | +14.4% |
| 3M | +20.9% | +1.8% | +19.1% | +20.0% |
| 6M | +11.5% | +0.4% | +11.1% | +11.0% |
| YTD | +19.5% | +20.8% | -1.4% | +12.8% |
| 1Y | +17.2% | +23.0% | -5.8% | +10.1% |
| 3Y | +65.1% | +123.3% | -58.2% | +28.6% |
| 5Y | +73.1% | +149.8% | -76.7% | +28.6% |
| 10Y | +305.3% | +159.0% | +146.3% | +180.8% |
| All | +877.6% | +113.4% | +764.2% | +498.4% |
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