+49.9%
COP vs KMI
+20.9%
+28.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +1.2% |
| 7D | +1.0% | -2.1% | +3.0% | +2.1% |
| 30D | +9.6% | -1.7% | +11.2% | +10.2% |
| 3M | +15.0% | -1.9% | +16.9% | +15.9% |
| 6M | +21.8% | -4.3% | +26.1% | +24.7% |
| YTD | +49.6% | +15.8% | +33.8% | +40.5% |
| 1Y | +49.9% | +17.6% | +32.3% | +38.9% |
| All | +49.9% | +20.9% | +28.9% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling