+767.5%
CME vs KMI
+107.5%
+660.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +6.2% | +0.9% | +5.3% | +5.9% |
| 3M | +10.4% | 0.0% | +10.4% | +10.3% |
| 6M | -9.5% | -5.7% | -3.8% | -8.2% |
| YTD | +6.0% | +17.5% | -11.5% | +1.1% |
| 1Y | +9.3% | +22.3% | -13.0% | +2.9% |
| 3Y | +57.7% | +111.9% | -54.3% | +24.7% |
| 5Y | +77.7% | +151.8% | -74.2% | +31.7% |
| 10Y | +281.2% | +138.7% | +142.6% | +168.8% |
| All | +767.5% | +107.5% | +660.0% | +436.3% |
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