+24.5%
COP vs KMI
+115.3%
-90.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.1% |
| 7D | -0.5% | -1.8% | +1.3% | +0.5% |
| 30D | +11.7% | +0.1% | +11.6% | +11.4% |
| 3M | +17.7% | +1.2% | +16.5% | +16.7% |
| 6M | +18.3% | -3.9% | +22.2% | +20.7% |
| YTD | +49.1% | +17.5% | +31.5% | +36.2% |
| 1Y | +53.3% | +22.6% | +30.7% | +36.5% |
| All | +24.5% | +115.3% | -90.8% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling