+337.5%
COP vs KMI
+137.5%
+200.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +1.7% |
| 7D | +1.0% | -2.1% | +3.0% | +2.8% |
| 30D | +9.6% | -1.7% | +11.2% | +10.7% |
| 3M | +15.0% | -1.9% | +16.9% | +16.5% |
| 6M | +21.8% | -4.3% | +26.1% | +25.7% |
| YTD | +49.6% | +15.8% | +33.8% | +29.0% |
| 1Y | +49.9% | +17.6% | +32.3% | +26.7% |
| 3Y | +22.6% | +113.1% | -90.5% | -44.9% |
| 5Y | +193.6% | +154.0% | +39.6% | +12.6% |
| All | +337.5% | +137.5% | +200.0% | +85.4% |
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 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