+570.4%
CMG vs KMI
+107.5%
+462.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.0% |
| 7D | -6.5% | -1.8% | -4.7% | -6.0% |
| 30D | +12.1% | +0.1% | +12.0% | +12.0% |
| 3M | +20.6% | +1.2% | +19.4% | +19.8% |
| 6M | +2.1% | -3.9% | +6.0% | +2.7% |
| YTD | -2.6% | +17.5% | -20.1% | -7.8% |
| 1Y | -8.7% | +22.6% | -31.3% | -14.8% |
| 3Y | -7.4% | +116.3% | -123.7% | -28.2% |
| 5Y | -5.7% | +157.6% | -163.3% | -31.6% |
| 10Y | +322.3% | +136.6% | +185.8% | +193.8% |
| All | +570.4% | +107.5% | +462.8% | +304.9% |
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