+321.8%
COP vs KMI
+107.5%
+214.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.6% |
| 7D | +3.0% | -0.5% | +3.5% | +3.4% |
| 30D | +17.5% | +0.9% | +16.6% | +16.4% |
| 3M | +13.4% | 0.0% | +13.4% | +13.1% |
| 6M | +17.7% | -5.7% | +23.4% | +22.4% |
| YTD | +46.6% | +17.5% | +29.1% | +29.1% |
| 1Y | +44.6% | +22.3% | +22.3% | +23.1% |
| 3Y | +20.7% | +111.9% | -91.2% | -34.5% |
| 5Y | +185.0% | +151.8% | +33.2% | +39.0% |
| 10Y | +347.0% | +138.7% | +208.3% | +127.7% |
| All | +321.8% | +107.5% | +214.3% | +106.7% |
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