+1,575.2%
COST vs KMI
+107.5%
+1,467.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.5% |
| 30D | -5.3% | +0.1% | -5.3% | -5.3% |
| 3M | -6.7% | +1.2% | -7.8% | -6.9% |
| 6M | -9.9% | -3.9% | -6.0% | -9.5% |
| YTD | +5.1% | +17.5% | -12.4% | +2.3% |
| 1Y | -7.3% | +22.6% | -29.9% | -10.5% |
| 3Y | +70.4% | +116.3% | -45.9% | +49.5% |
| 5Y | +104.4% | +157.6% | -53.2% | +74.2% |
| 10Y | +609.0% | +136.6% | +472.4% | +497.5% |
| All | +1,575.2% | +107.5% | +1,467.6% | +1,241.5% |
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