-33.7%
CPRT vs KMI
+119.1%
-152.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | +4.0% | -5.1% | +9.1% | +4.5% |
| 30D | +18.2% | -3.1% | +21.4% | +18.3% |
| 3M | +9.2% | +0.2% | +8.9% | +8.6% |
| 6M | -4.8% | +1.1% | -5.9% | -5.5% |
| YTD | -17.5% | +17.7% | -35.2% | -20.5% |
| 1Y | -22.0% | +19.6% | -41.6% | -25.2% |
| 3Y | -33.7% | +117.6% | -151.3% | -42.0% |
| All | -33.7% | +119.1% | -152.8% | -42.0% |
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