+361.5%
CPRT vs KMI
+158.9%
+202.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -0.4% | +6.5% | -6.9% | -2.2% |
| 30D | +21.2% | -3.4% | +24.6% | +22.1% |
| 3M | +8.3% | +0.4% | +7.9% | +7.6% |
| 6M | -3.4% | -0.9% | -2.4% | -3.8% |
| YTD | -18.7% | +20.5% | -39.2% | -24.2% |
| 1Y | -23.5% | +23.2% | -46.7% | -29.3% |
| 3Y | -34.2% | +121.6% | -155.8% | -50.7% |
| 5Y | -18.2% | +149.1% | -167.3% | -41.9% |
| All | +361.5% | +158.9% | +202.6% | +202.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling