+419.3%
COF vs KMI
+107.5%
+311.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.5% |
| 7D | -2.7% | -1.8% | -0.9% | -1.8% |
| 30D | -3.4% | +0.1% | -3.4% | -3.6% |
| 3M | +15.4% | +1.2% | +14.3% | +14.0% |
| 6M | +14.4% | -3.9% | +18.3% | +15.5% |
| YTD | -12.0% | +17.5% | -29.5% | -20.8% |
| 1Y | -3.7% | +22.6% | -26.4% | -15.8% |
| 3Y | +121.1% | +116.3% | +4.8% | +39.5% |
| 5Y | +47.8% | +157.6% | -109.8% | -15.3% |
| 10Y | +250.3% | +136.6% | +113.7% | +101.8% |
| All | +419.3% | +107.5% | +311.8% | +157.4% |
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