+322.0%
CMG vs KMI
+136.8%
+185.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.1% | -1.7% | -0.3% | -1.5% |
| 30D | +10.9% | -2.7% | +13.6% | +11.7% |
| 3M | +15.8% | -0.7% | +16.5% | +15.7% |
| 6M | +6.9% | -5.0% | +11.9% | +8.0% |
| YTD | -2.2% | +15.5% | -17.6% | -7.4% |
| 1Y | -7.1% | +16.4% | -23.5% | -12.5% |
| 3Y | -7.1% | +114.2% | -121.3% | -30.3% |
| 5Y | -4.8% | +153.3% | -158.0% | -33.9% |
| All | +322.0% | +136.8% | +185.2% | +165.2% |
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