+193.3%
COP vs KMI
+157.3%
+36.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.5% |
| 7D | -0.5% | -1.8% | +1.3% | +0.9% |
| 30D | +11.7% | +0.1% | +11.6% | +11.2% |
| 3M | +17.7% | +1.2% | +16.5% | +16.2% |
| 6M | +18.3% | -3.9% | +22.2% | +21.5% |
| YTD | +49.1% | +17.5% | +31.5% | +29.2% |
| 1Y | +53.3% | +22.6% | +30.7% | +27.5% |
| 3Y | +22.2% | +116.3% | -94.1% | -46.6% |
| 5Y | +193.3% | +157.6% | +35.7% | +4.4% |
| All | +193.3% | +157.3% | +36.0% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling