-18.7%
CPRT vs KMI
+148.3%
-167.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -0.4% | +6.5% | -6.9% | -1.6% |
| 30D | +21.2% | -3.4% | +24.6% | +21.7% |
| 3M | +8.3% | +0.4% | +7.9% | +7.8% |
| 6M | -3.4% | -0.9% | -2.4% | -3.6% |
| YTD | -18.7% | +20.5% | -39.2% | -23.0% |
| 1Y | -23.5% | +23.2% | -46.7% | -28.0% |
| 3Y | -34.2% | +121.6% | -155.8% | -48.4% |
| All | -18.7% | +148.3% | -167.0% | -36.4% |
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