+885.2%
CME vs KMI
+112.8%
+772.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +3.9% | +6.5% | -2.6% | +2.1% |
| 30D | +11.3% | -3.4% | +14.8% | +12.3% |
| 3M | +19.6% | +0.4% | +19.2% | +19.1% |
| 6M | +8.1% | -0.9% | +9.0% | +8.0% |
| YTD | +20.4% | +20.5% | -0.1% | +13.7% |
| 1Y | +16.5% | +23.2% | -6.7% | +9.3% |
| 3Y | +66.4% | +121.6% | -55.2% | +29.9% |
| 5Y | +74.5% | +149.1% | -74.6% | +29.7% |
| 10Y | +308.5% | +158.3% | +150.2% | +183.3% |
| All | +885.2% | +112.8% | +772.4% | +503.5% |
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